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

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1001 ‎$0‎MAPA20080253431‎$a‎Reyes Santos, Joost
24510‎$a‎Applying the partitioned multiobjective risk method (PMRM) to portfolio selection‎$c‎Joost Reyes Santos, Yacov Y. Haimes
5208 ‎$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
65011‎$0‎MAPA20080574789‎$a‎Bolsa de valores
65011‎$0‎MAPA20080597641‎$a‎Mercados financieros
65001‎$0‎MAPA20080588953‎$a‎Análisis de riesgos
65011‎$0‎MAPA20080599096‎$a‎Selección de riesgos
65011‎$0‎MAPA20080611552‎$a‎Métodos de optimización
7001 ‎$0‎MAPA20080165192‎$a‎Haimes, Yacov Y.
7400 ‎$a‎Risk analysis : an international journal
7730 ‎$w‎MAP20077000345‎$t‎Risk analysis : an international journal‎$d‎New York and London‎$g‎nº 3, June 2004 ; p. 697-713