Portfolio Selection Using Multi-Objective Optimisation [electronic resource] /
Agarwal, Saurabh.author.
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.
Includes index.
Chapter 1: Introduction -- Chapter 2: Theoretical Underpinnings and Policy Issues -- Chapter 3 - Review of Existing Literature -- Chapter 4: Research Methodology. Chapter 5: Empirical Observations: Questionnaire for Retail Investor and Expert Opinion. - Chapter 6: - Empirical Results: Questionnaire Survey and Goal Programming Portfolio Selection -- Chapter 7: Conclusions and Suggestions for Future Research.
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.
Investment banking.
Securities.
Capital market.
Capital investments.
Personal finance.
Investments and Securities.
Capital Markets.
Investment Appraisal.
Personal Finance/Wealth Management/Pension Planning.