The art of goal programming model: A tool for strategic decision making in outperforming the Philippine Stock Exchange index

• المؤلف الرئيسي: Layson, Arwin S.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2019
• الموضوعات: Stock price indexes—Philippines; Stock index futures; Portfolio management; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_masteral/6379; https://animorepository.dlsu.edu.ph/context/etd_masteral/article/13442/viewcontent/MSCF_Project_Paper_Arwin_S._Layson2b.pdf

This study focuses on a special type of portfolio management, called enhanced index tracking. In this type of index tracking, stocks that made up the composition of benchmark index were reproduced in such a way that they generate excess mean returns over the index mean return at a minimum risk of lo...