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

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      <subfield code="a">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</subfield>
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      <subfield code="g">nº 3, June 2004 ; p. 697-713</subfield>
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