Financial modelling: where to go? With an illustration for portfolio management
Article Abstract:
The contribution of financial modelling to developments in the financial sector and the associated disciplines is analyzed. The EURO working group on financial modelling's definition of Financial Modelling is considered. The philosophy of financial modelling is approached via a framework for portfolio management in which results from positive theories can be combined with special properties of actual portfolio management problems.is entails investigation of the set of alternative decision strategies, clarification of relations between decision alternatives and potential results, and the search for a set of appropriate streams of decision alternatives.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1997
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Mean-Gini analysis in R & D portfolio selection
Article Abstract:
A model which provides a practical means of developing preferred portfolios of risky research and development projects is presented. It requires estimates of two parameters, the expected return and the Gini co-efficient and is a highly intuitive and simple method.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
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A framework for managing a portfolio of socially responsible investments
Article Abstract:
Real-life data is used to illustrate a complete framework for selecting a portfolio of socially responsible investments. The multi-attribute descriptions of the individual investment can be combined into portfolios with the same attributes at the portfolio level.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
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