Portfolio Selection Using Multi-Objective Optimisation

by Saurabh Agarwal

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.

292 pages, Kindle Edition

Published August 21, 2017

About the author

Saurabh is a Harvard and IIT educated life skills educator and has conducted hundreds of experiential learning workshops with children. He is the creator of Dabung Girl, SuperAvni, Purple Flame and Ticky Tikku comic book series.