Applying the partitioned multiobjective risk method (PMRM) to portfolio selection
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<title>Applying the partitioned multiobjective risk method (PMRM) to portfolio selection</title>
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<title>Risk analysis : an international journal</title>
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<namePart>Reyes Santos, Joost</namePart>
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<namePart>Haimes, Yacov Y.</namePart>
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<abstract>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</abstract>
<note type="statement of responsibility">Joost Reyes Santos, Yacov Y. Haimes</note>
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<topic>Bolsa de valores</topic>
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<topic>Mercados financieros</topic>
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<topic>Análisis de riesgos</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080599096">
<topic>Selección de riesgos</topic>
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<topic>Métodos de optimización</topic>
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<text>nº 3, June 2004 ; p. 697-713</text>
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