Portfolio Selection Using Multi-Objective Optimisation

Authors: Agarwal, Saurabh

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  • Presents the changing focus of portfolio management techniques over recent yearsReviews international and Indian based studiesPresents empirical research findings on the behaviour of retail investorsIncorporates Factor AnalysisUses Contingency Analysis to analyse the dependence/independence of demographic variables and portfolio variables

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  • ISBN 978-3-319-54416-8
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  • ISBN 978-3-319-54415-1
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  • ISBN 978-3-319-85389-5
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About this book

This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical research is presented on the development of alternate portfolio models and their relative performance in the risk/return framework to provide solutions to multi-objective optimization. Next to outlining techniques for undertaking individual investor’s profiling and portfolio programming, it also offers a new and practical approach for multi-objective portfolio optimization. This book will be of interest to Foreign Institutional Investors (FIIs), Mutual Funds, investors, and researchers and students in the field.

About the authors

Saurabh Agarwal is a Professor of Accounting and Finance at the Indian Institute of Finance, India. He holds a PhD from the University of Delhi, India and is a member of the Associated Chambers of Commerce & Industry of India (ASSOCHAM), Professor’s Forum of India, as well as the Indian Econometric Association. Professor Agarwal has published articles on portfolio management in a number of journals.

Table of contents (8 chapters)

Table of contents (8 chapters)

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-319-54416-8
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA
  • ISBN 978-3-319-54415-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.99
price for USA
  • ISBN 978-3-319-85389-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Portfolio Selection Using Multi-Objective Optimisation
Authors
Copyright
2017
Publisher
Palgrave Macmillan
Copyright Holder
The Editor(s) (if applicable) and The Author(s)
eBook ISBN
978-3-319-54416-8
DOI
10.1007/978-3-319-54416-8
Hardcover ISBN
978-3-319-54415-1
Softcover ISBN
978-3-319-85389-5
Edition Number
1
Number of Pages
XX, 230
Number of Illustrations
21 b/w illustrations
Topics