Kniha Portfolio Selection Using Multi-Objective Optimisation Saurabh Agarwal

Portfolio Selection Using Multi-Objective Optimisation

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 10-13 dnů
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This book explores the risk-return paradox in portfolio selection by incorporating multi-objective c...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2017
Stránek
230
EAN
9783319544151
ISBN
3319544152
Enbook ID
15802790
Hmotnost
457
Rozměry
148 x 210 x 18

Kompletní popis

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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