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Portfolio Selection Using Multi-Objective Optimisation - Saurabh Agarwal

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2018-08-10
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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 ... Visas aprašymas

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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.

Daugiau informacijos

Autorius Saurabh Agarwal
Leidėjas Springer Nature Switzerland
Išleidimo metai 2018
Viršelio tipas Minkšti viršeliai
EAN 9783319853895
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158,39 € 211,18 €