Portfolio Selection Using Multi-Objective Optimisation
€ 145,90
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Informação do Produto
| ISBN | 9783319853895 |
|---|---|
| Autores | Saurabh Agarwal |
| Editora | Springer International Publishing AG |
| Formato | Capa mole |
| Número de páginas | 230 |
| Peso (kg) | 0,332 |
| Data de Publicação | 10/08/2018 |
| Preço (iva excl.) | € 137,64 |
| Imposto | € 8,26 |
| Preço (iva inc.) | € 145,90 |
| Disponibilidade | 1 unidade em armazém externo |
Descrição do Produto
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.