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

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...

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Bibliographic Details
Main Author: Layson, Arwin S.
Format: text
Language:English
Published: Animo Repository 2019
Subjects:
Online Access: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
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Institution: De La Salle University
Language: English
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