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商品詳細
Portfolio Selection Using Multi-Objective Optimisation. Softcover reprint of the original 1st ed. 2017
・ISBN 978-3-319-85389-5 paper EUR 119.99
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| 著者・編者 | Agarwal, Saurabh, |
|---|---|
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2018 |
| ページ数 | 230 pp. |
| 言語 | ENG |
| ニュース番号 | ＜A02-15874＞ |
解説
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.