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Research paper thumbnail of A Multiple-Criteria Approach to Portfolio Selection

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Research paper thumbnail of Más de medio siglo en busca de una teoría sobre los mercados de capitales/More than half century looking for a capital markets theory

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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Research paper thumbnail of An interactive multi-factor portofolio model

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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Research paper thumbnail of Open Problems in the Operationalization of Multiple Criteria Decision Methods, A Brief Survey

Systems Analysis Modelling Simulation

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Research paper thumbnail of Optimal Capital Structure

Applied Optimization, 2010

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Research paper thumbnail of Crisis Económica y Contagio Empresarial: La Experiencia Mexicana

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Research paper thumbnail of Investeringsselectie en Financiéle Planning met Meerdere Doelstellingen

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Research paper thumbnail of MACROECONOMIC CRISIS AND MANAGING INDIVIDUAL BUSINESS

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Research paper thumbnail of Interactive Multiple Objective Programming Methods

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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Research paper thumbnail of Financial Planning with Conflicting Objectives

Multiple Criteria Decision Methods and Applications, 1985

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Research paper thumbnail of Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective

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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Research paper thumbnail of Macroeconomic Crisis and Individual Performance: The Mexican Experience

SSRN Electronic Journal, 2000

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Research paper thumbnail of Interactive Decentralized Planning: Some Numerical Experiments

Multiple Criteria Decision Making, 1994

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Research paper thumbnail of Economic Crisis and Firm Contagion: The Mexican Experience (Crisis Economica Y Contagio Empresarial: La Experiencia Mexicana)

SSRN Electronic Journal, 2000

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Research paper thumbnail of A special issue on multiple criteria decision making

Naval Research Logistics, 1988

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Research paper thumbnail of Note—On the Cyert-Davidson-Thompson Doubtful Accounts Model

Management Science, 1981

ABSTRACT

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Research paper thumbnail of Comments on 'A Materialist Analysis of Operational Research

The Journal of the Operational Research Society, 1982

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Research paper thumbnail of Essays in Decision Making: A Volume in Honour of Stanley Zionts

The Journal of the Operational Research Society, 1998

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Research paper thumbnail of Quot homines, tot Sententiae?

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 9–10. Спеціальне видання династійРюриковичів-Романових є уособленням історії Москви-Росії, і навпаки. ...

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Research paper thumbnail of Propagación de crisis en las empresas: la experiencia mexicana

economía mexicana NUEVA …, 2005

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Research paper thumbnail of A Multiple-Criteria Approach to Portfolio Selection

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Research paper thumbnail of Más de medio siglo en busca de una teoría sobre los mercados de capitales/More than half century looking for a capital markets theory

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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Research paper thumbnail of An interactive multi-factor portofolio model

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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Research paper thumbnail of Open Problems in the Operationalization of Multiple Criteria Decision Methods, A Brief Survey

Systems Analysis Modelling Simulation

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Research paper thumbnail of Optimal Capital Structure

Applied Optimization, 2010

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Research paper thumbnail of Crisis Económica y Contagio Empresarial: La Experiencia Mexicana

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Investeringsselectie en Financiéle Planning met Meerdere Doelstellingen

Bookmarks Related papers MentionsView impact

Research paper thumbnail of MACROECONOMIC CRISIS AND MANAGING INDIVIDUAL BUSINESS

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Interactive Multiple Objective Programming Methods

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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Research paper thumbnail of Financial Planning with Conflicting Objectives

Multiple Criteria Decision Methods and Applications, 1985

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Corporate governance and performance during normal and crisis periods: evidence from an emerging market perspective

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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Research paper thumbnail of Macroeconomic Crisis and Individual Performance: The Mexican Experience

SSRN Electronic Journal, 2000

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Interactive Decentralized Planning: Some Numerical Experiments

Multiple Criteria Decision Making, 1994

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Economic Crisis and Firm Contagion: The Mexican Experience (Crisis Economica Y Contagio Empresarial: La Experiencia Mexicana)

SSRN Electronic Journal, 2000

Bookmarks Related papers MentionsView impact

Research paper thumbnail of A special issue on multiple criteria decision making

Naval Research Logistics, 1988

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Note—On the Cyert-Davidson-Thompson Doubtful Accounts Model

Management Science, 1981

ABSTRACT

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Research paper thumbnail of Comments on 'A Materialist Analysis of Operational Research

The Journal of the Operational Research Society, 1982

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Essays in Decision Making: A Volume in Honour of Stanley Zionts

The Journal of the Operational Research Society, 1998

Bookmarks Related papers MentionsView impact

Research paper thumbnail of Quot homines, tot Sententiae?

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 9–10. Спеціальне видання династійРюриковичів-Романових є уособленням історії Москви-Росії, і навпаки. ...

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Research paper thumbnail of Propagación de crisis en las empresas: la experiencia mexicana

economía mexicana NUEVA …, 2005

Bookmarks Related papers MentionsView impact

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