Portfolio selection using multi-objective optimisation
Auteur :
Agarwal, Saurabh
Éditeur :
Springer International Publishing AG
ISBN :
9783319544151
Date de publication :
7 sept. 2017
Dimensions :
21,0 x 14,8 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. 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.