Portfolio Selection Using Multi-Objective Optimisation
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Beschreibung
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.
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
Presents the changing focus of portfolio management techniques over recent years Reviews international and Indian based studies Presents empirical research findings on the behaviour of retail investors Incorporates Factor Analysis Uses Contingency Analysis to analyse the dependence/independence of demographic variables and portfolio variables Includes supplementary material: sn.pub/extras
Autor*in
Saurabh Agarwal
Themen in »Portfolio Selection Using Multi-Objective Optimisation«
Portfolio Modeling Goal Programming Multiple Objectives Optimal Portfolio Stock picking Investments Risk-return paradox investments and securities household finance