Portfolio Selection Using Multi-Objective Optimisation Portfolio Selection Using Multi-Objective Optimisation

Portfolio Selection Using Multi-Objective Optimisation

    • $139.99
    • $139.99

Publisher Description

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.

GENRE
Business & Personal Finance
RELEASED
2017
21 August
LANGUAGE
EN
English
LENGTH
250
Pages
PUBLISHER
Springer International Publishing
SELLER
Springer Nature B.V.
SIZE
2.4
MB

More Books Like This

Asset Management and Institutional Investors Asset Management and Institutional Investors
2016
Portfolio Construction, Measurement, and Efficiency Portfolio Construction, Measurement, and Efficiency
2016
Investment Analytics in the Dawn of Artificial Intelligence Investment Analytics in the Dawn of Artificial Intelligence
2019
Risk-Taking in Private Equity. Evaluation of the main value drivers in PE and Comparison of risk measures Risk-Taking in Private Equity. Evaluation of the main value drivers in PE and Comparison of risk measures
2017
Portfolio Management in Practice, Volume 3 Portfolio Management in Practice, Volume 3
2020
Global Equity Selection Strategies Global Equity Selection Strategies
2014