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
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.
... 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. ...
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. ...
... 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. ...
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
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.
... 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. ...
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. ...
... 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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