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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oai:112.137.131.14:VNU_123-953612020-10-27T04:12:15Z Portfolio selection in Vietnamese security market:a multiple – objective optimization approach Trần, Xuân Đức Tô, Thị Thuỳ Anh Phạm, Anh Đức Nguyễn, Hải Thanh Proceedings the 10th students scientific research conference ĐHQGHN - Khoa Quốc tế Quản trị kinh doanh Thị trường chứng khoán Đầu tư 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 2020-10-27T04:12:15Z 2020-10-27T04:12:15Z 2020 Conference Paper Trần, X. Đ., Tô, T. T. A., Phạm, A. Đ. (2020). Portfolio selection in Vietnamese security market:a multiple – objective optimization approach. Proceedings the 10th students scientific research conference http://repository.vnu.edu.vn/handle/VNU_123/95361 en tr. 202-222 application/pdf [s. l.] |
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Vietnam National University, Hanoi |
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Vietnam Vietnam |
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Quản trị kinh doanh Thị trường chứng khoán Đầu tư |
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Quản trị kinh doanh Thị trường chứng khoán Đầu tư Trần, Xuân Đức Tô, Thị Thuỳ Anh Phạm, Anh Đức Portfolio selection in Vietnamese security market:a multiple – objective optimization approach |
description |
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 |
author2 |
Nguyễn, Hải Thanh |
author_facet |
Nguyễn, Hải Thanh Trần, Xuân Đức Tô, Thị Thuỳ Anh Phạm, Anh Đức |
format |
Conference or Workshop Item |
author |
Trần, Xuân Đức Tô, Thị Thuỳ Anh Phạm, Anh Đức |
author_sort |
Trần, Xuân Đức |
title |
Portfolio selection in Vietnamese security market:a multiple – objective
optimization approach |
title_short |
Portfolio selection in Vietnamese security market:a multiple – objective
optimization approach |
title_full |
Portfolio selection in Vietnamese security market:a multiple – objective
optimization approach |
title_fullStr |
Portfolio selection in Vietnamese security market:a multiple – objective
optimization approach |
title_full_unstemmed |
Portfolio selection in Vietnamese security market:a multiple – objective
optimization approach |
title_sort |
portfolio selection in vietnamese security market:a multiple – objective
optimization approach |
publisher |
[s. l.] |
publishDate |
2020 |
url |
http://repository.vnu.edu.vn/handle/VNU_123/95361 |
_version_ |
1681763325956849664 |