Presents the changing focus of portfolio management techniques over recent years
Reviews international and Indian based studies
Presents empirical research findings on the behaviour of retail investors
Incorporates Factor Analysis
Uses Contingency Analysis to analyse the dependence/independence of demographic variables and portfolio variables
Autorentext
Saurabh Agarwal is a Professor of Accounting and Finance at the Indian Institute of Finance, India. He holds a PhD from the University of Delhi, India and is a member of the Associated Chambers of Commerce & Industry of India (ASSOCHAM), Professor's Forum of India, as well as the Indian Econometric Association. Professor Agarwal has published articles on portfolio management in a number of journals.
Klappentext
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.
Inhalt
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.
Titel
Portfolio Selection Using Multi-Objective Optimisation
Autor
EAN
9783319544168
Format
E-Book (pdf)
Hersteller
Veröffentlichung
21.08.2017
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
4.16 MB
Anzahl Seiten
230
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