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Este artículo de presentación del monográfico Mercados Financieros e Instrumentos se estructura e... more Este artículo de presentación del monográfico Mercados Financieros e Instrumentos se estructura en dos partes bien diferenciadas. La primer parte se dedica al debate existente sobre el comportamiento de los rendimientos de los activos financieros, presentando dos de las teorías más importantes, la Teoría del Mercado Eficiente y la Teoría del Mercado Fractal. En la segunda parte se realiza la
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The portfolio problem is considered as a problem with multiple goals. These goals may incorporate... more The portfolio problem is considered as a problem with multiple goals. These goals may incorporate both preferences and perceptions of the decision-maker (investor, portfolio manager). In addition to goals as the maximization of expected return and the maximization of current income, the problem formulation includes the minimization of a series of perceived risks. These perceived risks are based on the portfolio’s sensitivity for exogenous forces which are considered important by the decision-maker. This is related to the multi-factor approach to security returns. Depending on a decision-maker’s insights and preferences, the relative weights on each of these goals may vary. In this paper IMGP, Interactive Multiple Goal Programming, is used as a tool to construct a portfolio which best meets a given decision-maker’s preferences.
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Systems Analysis Modelling Simulation
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Applied Optimization, 2010
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Interactive Multiple Goal Programming, 1981
... Michalowski and Szapiro [45] have also developed an interactive method which is based on the ... more ... Michalowski and Szapiro [45] have also developed an interactive method which is based on the use of the aspiration and reference points. Approach 3: Posterior Articulation of Preferences This approach tries to find a good approximation to a nondominated frontier. ...
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Multiple Criteria Decision Methods and Applications, 1985
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International Journal of Corporate Governance, 2009
382 Int. J. Corporate Governance, Vol. 1, No. 4, 2009 ... Corporate governance and performance du... more 382 Int. J. Corporate Governance, Vol. 1, No. 4, 2009 ... Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective ... Department of Economics, Universidad Popular Autonoma del Estado de Puebla, 21 Sur 1103, Col. ...
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SSRN Electronic Journal, 2000
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Multiple Criteria Decision Making, 1994
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SSRN Electronic Journal, 2000
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Naval Research Logistics, 1988
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Management Science, 1981
ABSTRACT
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The Journal of the Operational Research Society, 1982
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The Journal of the Operational Research Society, 1998
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Empirica, 1983
... Відповідно, подібне завдання не передбачало розбу- дови концепції Мешеха-Мосоха і створення н... more ... Відповідно, подібне завдання не передбачало розбу- дови концепції Мешеха-Мосоха і створення нової генеалогії слов'янських народів. ... Випуск 910. Спеціальне видання династійРюриковичів-Романових є уособленням історії Москви-Росії, і навпаки. ...
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economía mexicana NUEVA …, 2005
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Este artículo de presentación del monográfico Mercados Financieros e Instrumentos se estructura e... more Este artículo de presentación del monográfico Mercados Financieros e Instrumentos se estructura en dos partes bien diferenciadas. La primer parte se dedica al debate existente sobre el comportamiento de los rendimientos de los activos financieros, presentando dos de las teorías más importantes, la Teoría del Mercado Eficiente y la Teoría del Mercado Fractal. En la segunda parte se realiza la
Bookmarks Related papers MentionsView impact
The portfolio problem is considered as a problem with multiple goals. These goals may incorporate... more The portfolio problem is considered as a problem with multiple goals. These goals may incorporate both preferences and perceptions of the decision-maker (investor, portfolio manager). In addition to goals as the maximization of expected return and the maximization of current income, the problem formulation includes the minimization of a series of perceived risks. These perceived risks are based on the portfolio’s sensitivity for exogenous forces which are considered important by the decision-maker. This is related to the multi-factor approach to security returns. Depending on a decision-maker’s insights and preferences, the relative weights on each of these goals may vary. In this paper IMGP, Interactive Multiple Goal Programming, is used as a tool to construct a portfolio which best meets a given decision-maker’s preferences.
Bookmarks Related papers MentionsView impact
Systems Analysis Modelling Simulation
Bookmarks Related papers MentionsView impact
Applied Optimization, 2010
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
Interactive Multiple Goal Programming, 1981
... Michalowski and Szapiro [45] have also developed an interactive method which is based on the ... more ... Michalowski and Szapiro [45] have also developed an interactive method which is based on the use of the aspiration and reference points. Approach 3: Posterior Articulation of Preferences This approach tries to find a good approximation to a nondominated frontier. ...
Bookmarks Related papers MentionsView impact
Multiple Criteria Decision Methods and Applications, 1985
Bookmarks Related papers MentionsView impact
International Journal of Corporate Governance, 2009
382 Int. J. Corporate Governance, Vol. 1, No. 4, 2009 ... Corporate governance and performance du... more 382 Int. J. Corporate Governance, Vol. 1, No. 4, 2009 ... Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective ... Department of Economics, Universidad Popular Autonoma del Estado de Puebla, 21 Sur 1103, Col. ...
Bookmarks Related papers MentionsView impact
SSRN Electronic Journal, 2000
Bookmarks Related papers MentionsView impact
Multiple Criteria Decision Making, 1994
Bookmarks Related papers MentionsView impact
SSRN Electronic Journal, 2000
Bookmarks Related papers MentionsView impact
Naval Research Logistics, 1988
Bookmarks Related papers MentionsView impact
Management Science, 1981
ABSTRACT
Bookmarks Related papers MentionsView impact
The Journal of the Operational Research Society, 1982
Bookmarks Related papers MentionsView impact
The Journal of the Operational Research Society, 1998
Bookmarks Related papers MentionsView impact
Empirica, 1983
... Відповідно, подібне завдання не передбачало розбу- дови концепції Мешеха-Мосоха і створення н... more ... Відповідно, подібне завдання не передбачало розбу- дови концепції Мешеха-Мосоха і створення нової генеалогії слов'янських народів. ... Випуск 910. Спеціальне видання династійРюриковичів-Романових є уособленням історії Москви-Росії, і навпаки. ...
Bookmarks Related papers MentionsView impact
economía mexicana NUEVA …, 2005
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