Application of Goal Programming (GP) for Stock Fund Diversification

ISBN-13: 9786204204529 / Angielski / Miękka / 60 str.

Vineet Kumar Awasthi

Opis

The main focus of this book is to present the application of Goal Programming (GP) in stock fund diversification. GP is an optimization technique that optimizes multiple goals for best solution. I have explained a mathematical way by using GP to earn maximum annual return with minimum risk by expert diversification of total fund into stocks of selected stock index or portfolio. This book also presents the validation of the predictive result by comparing with actual outcomes. The experimental work is done with one of the best stock index of Indian stock market named as BSE SENSEX from Bombay Stock Exchange (BSE). This book will help multiple students and researchers to study in the field of portfolio optimization.

O autorze

Awasthi, Vineet KumarDr Vineet Kumar Awasthi is working as an assistant professor in Department of IT and CS, Dr C V Raman University, India. He earned MCA and Ph. D. in computer science. His research expertise is in optimization techniques. He has published more than 15 papers into peer-reviewed/UGC approved/UGC Care/SCOPUS/SCI journals.