Portfolio selection in Vietnamese security market:a multiple – objective optimization approach
Our research has clarified the factors affecting optimal portfolio selection forecast for 2 objectives. We have applied existing models, using data as an input tool to process the forecast. Forecasting model brings out classified data for each objectives based on hypothesis’ conditions and the in...
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Main Authors: | , , |
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Other Authors: | |
Format: | Conference or Workshop Item |
Language: | English |
Published: |
[s. l.]
2020
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Subjects: | |
Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/95361 |
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Institution: | Vietnam National University, Hanoi |
Language: | English |
Summary: | Our research has clarified the factors affecting optimal portfolio selection forecast for
2 objectives. We have applied existing models, using data as an input tool to process
the forecast. Forecasting model brings out classified data for each objectives based on
hypothesis’ conditions and the interdependence of four target securities. Based on the
research, further development and improvement of the optimal portfolio selection
model may be made in the future |
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