Portfolio selection using multi-objective optimisation /Saurabh Agarwal.

Includes bibliographies and index.

Foreword; Preface; Acknowledgements; Contents; List of Figures; List of Tables; 1 Introduction; 1.1 Systematic Portfolio Selection Decision Making; 1.2 Resolution of Complexities in Portfolio Choice; 1.3 Multi-Objective Portfolio Optimisation; 1.4 Role of Demographics on Portfolio Choice; 1.5 Framework for Multi-Objective Portfolio Optimisation; 1.6 Data Analysed; 1.7 Limitations of the Study; 1.8 Summary and Conclusions; References; 2 Theoretical Underpinnings and Policy Issues; 2.1 Theoretical Underpinnings; 2.1.1 Conceptual Framework for Multiple Objectives

2.1.2 Ordinal Ranking of Multiple Objectives2.1.3 Value Judgement; 2.1.4 Goal Programming Model: Theoretical Framework; 2.1.5 Formulation of a General Goal Programming (GP) Model; 2.1.6 Risk and Uncertainty; 2.2 Policy Issues; 2.2.1 Portfolio Selection: Challenges Ahead; 2.2.2 Capital Market Penetration; 2.2.3 Security Lending and Borrowing; 2.2.4 Initial Public Offer (IPO) Underperformance; 2.2.5 Pledging of Shares; 2.2.6 Relevance of Free Cash Flow; 2.2.7 Intra-Day Trading; 2.2.8 Quantitative and Qualitative Analysis; 2.2.9 Value Investing, Growth Investing and Momentum Investing

2.3 Summary and ConclusionsReferences; 3 Recent Advances in Portfolio Optimisation; 3.1 International Advances; 3.2 Recent Advances in India; 3.3 Summary and Conclusions; References; 4 Understanding Retail Investors; 4.1 Introduction of Investor's Goals and Constraints; 4.2 Questionnaire for Retail Investor: Analysis and Interpretation; 4.2.1 Profile of the Questionnaire Respondents; 4.2.2 Concept of Equity Portfolio Selection for Investors; 4.2.3 Gains Sought from Equity Portfolio; 4.2.4 Opinion on Performance of Professional Portfolio Managers

4.2.5 Comparison of Current and Previous Portfolio Allocation4.2.6 Asset Allocation of Respondents; 4.2.7 Multiple Goals Pursued by Investors; 4.2.8 Multiple Constraints Faced by Investors; 4.2.9 Preference Among Equity-Based Mutual Funds; 4.2.10 Effect of Demographic Factors on Portfolio Objectives; 4.3 Summary and Conclusions; References; 5 Retail Investors and Expert's Disposition Towards Equity Selection; 5.1 Macroeconomic Factors: Analysis and Interpretation; 5.1.1 Macroeconomic Factors Affecting Portfolio Selection; 5.1.2 Portfolio Benchmarks; 5.2 Equity Selection

5.2.1 Company Factors Affecting Equity Selection5.2.2 Time Horizon for Tracking Portfolio Returns; 5.2.3 Market Capitalisation; 5.2.4 Social Investing; 5.2.5 Futures and Options (F&O) Market Analysis; 5.3 Outlook of Experts for Portfolio Optimisation; 5.4 Summary and Conclusions; References; 6 Investor's Demographics and Its Impact on Investment Behaviour; 6.1 Factor Analysis for Finding Main Factors Affecting Portfolio Objectives; 6.1.1 Factors Affecting Portfolio Goals; 6.2 Postulations Related to Investor's Demographics and Portfolio Management Variables; 6.3 Summary and Conclusions

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