Applying the partitioned multiobjective risk method (PMRM) to portfolio selection
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| 001 | MAP20071505805 | ||
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| 040 | $aMAP$bspa | ||
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| 100 | 1 | $0MAPA20080253431$aReyes Santos, Joost | |
| 245 | 1 | 0 | $aApplying the partitioned multiobjective risk method (PMRM) to portfolio selection$cJoost Reyes Santos, Yacov Y. Haimes |
| 520 | 8 | $aPortfolio selection is a process of allocating an investor's wealth among several available assets. The study of portfolio optimization based on some performance criteria has been a long-standing area in both economics and finance . The expected return and risk are two important objectives in assessing the performance of a given portfolio. Portfolio risk is typically assessed as the variance of portfolio, which in turn is derived from the covariance of the asset returns | |
| 650 | 1 | 1 | $0MAPA20080574789$aBolsa de valores |
| 650 | 1 | 1 | $0MAPA20080597641$aMercados financieros |
| 650 | 0 | 1 | $0MAPA20080588953$aAnálisis de riesgos |
| 650 | 1 | 1 | $0MAPA20080599096$aSelección de riesgos |
| 650 | 1 | 1 | $0MAPA20080611552$aMétodos de optimización |
| 700 | 1 | $0MAPA20080165192$aHaimes, Yacov Y. | |
| 740 | 0 | $aRisk analysis : an international journal | |
| 773 | 0 | $wMAP20077000345$tRisk analysis : an international journal$dNew York and London$gnº 3, June 2004 ; p. 697-713 |