Centro de Documentacion de Fundación MAPFRE - Applying the partitioned multiobjective risk method (PMRM) to portfolio selection

Notas: Portfolio 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 returnsRegistros relacionados: En: Risk analysis : an international journal. - New York and London. - nº 3, June 2004 ; p. 697-713Materia / lugar / evento: Bolsa de valores Mercados financieros Análisis de riesgos Selección de riesgos Métodos de optimización Otros autores: Haimes, Yacov Y.
Títulos secundarios: Título: Risk analysis : an international journal
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