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Saurabh Agarwal的圖書 |
$ 3302 電子書 | Portfolio Selection Using Multi-Objective Optimisation
作者:Saurabh Agarwal 出版社:Springer International Publishing 出版日期:2017-08-21 語言:英文 樂天KOBO - 工業與專業 - 來源網頁   看圖書介紹 |
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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.
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