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    Portfolio Selection Using Multi-Objective Optimisation

Portfolio Selection Using Multi-Objective Optimisation

Saurabh Agarwal
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      FORMAT: Hardback

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      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.
      Format: Hardback CONTRIBUTORS: Saurabh Agarwal EAN: 9783319544151 COUNTRY: Switzerland PAGES: WEIGHT: 457 g HEIGHT: 210 cm
      PUBLISHED BY: Springer International Publishing AG DATE PUBLISHED: 2017-09-07 CITY: GENRE: BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Investments & Securities / General WIDTH: 148 cm SPINE:

      Book Themes:

      Finance and the finance industry, Corporate finance

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      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.
      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.
      Format: Hardback CONTRIBUTORS: Saurabh Agarwal EAN: 9783319544151 COUNTRY: Switzerland PAGES: WEIGHT: 457 g HEIGHT: 210 cm
      PUBLISHED BY: Springer International Publishing AG DATE PUBLISHED: 2017-09-07 CITY: GENRE: BUSINESS & ECONOMICS / Finance / General, BUSINESS & ECONOMICS / Investments & Securities / General WIDTH: 148 cm SPINE:

      Book Themes:

      Finance and the finance industry, Corporate finance

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      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.

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