Applying the partitioned multiobjective risk method (PMRM) to portfolio selection

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<dc:creator>Reyes Santos, Joost</dc:creator>
<dc:creator>Haimes, Yacov Y.</dc:creator>
<dc:date>2004-06-01</dc:date>
<dc:description xml:lang="es">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 returns</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/57705.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Bolsa de valores</dc:subject>
<dc:subject xml:lang="es">Mercados financieros</dc:subject>
<dc:subject xml:lang="es">Análisis de riesgos</dc:subject>
<dc:subject xml:lang="es">Selección de riesgos</dc:subject>
<dc:subject xml:lang="es">Métodos de optimización</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Applying the partitioned multiobjective risk method (PMRM) to portfolio selection</dc:title>
<dc:title xml:lang="es">Título: Risk analysis : an international journal</dc:title>
<dc:relation xml:lang="es">En: Risk analysis : an international journal. - New York and London. - nº 3, June 2004 ; p. 697-713</dc:relation>
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