Stock diversification and integer programming

This study shows how investors can maximize returns by preparing and monitoring their own stock portfolio by using an integer programming model with an algorithm that can be computed in spreadsheet and linear programming software. Further, the study emphasizes the importance of diversifying stockhol...

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Main Author:	Sarreal, Emilina R.
Format:	text
Published:	Animo Repository 2009
Subjects:	Investments Stocks Finance and Financial Management
Online Access:	https://animorepository.dlsu.edu.ph/faculty_research/589 https://animorepository.dlsu.edu.ph/context/faculty_research/article/1588/type/native/viewcontent
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Institution:	De La Salle University

id	oai:animorepository.dlsu.edu.ph:faculty_research-1588
record_format	eprints
spelling	oai:animorepository.dlsu.edu.ph:faculty_research-15882021-11-27T06:51:46Z Stock diversification and integer programming Sarreal, Emilina R. This study shows how investors can maximize returns by preparing and monitoring their own stock portfolio by using an integer programming model with an algorithm that can be computed in spreadsheet and linear programming software. Further, the study emphasizes the importance of diversifying stockholdings to reap optimal returns and minimum volatility/risk. It also suggests employing behavioral portfolio theory where goals/aspirations of investors are combined with their reward-to-volatility profile. © 2009 De La Salle University, Manila, Philippines. 2009-01-01T08:00:00Z text text/html https://animorepository.dlsu.edu.ph/faculty_research/589 https://animorepository.dlsu.edu.ph/context/faculty_research/article/1588/type/native/viewcontent Faculty Research Work Animo Repository Investments Stocks Finance and Financial Management
institution	De La Salle University
building	De La Salle University Library
continent	Asia
country	Philippines Philippines
content_provider	De La Salle University Library
collection	DLSU Institutional Repository
topic	Investments Stocks Finance and Financial Management
spellingShingle	Investments Stocks Finance and Financial Management Sarreal, Emilina R. Stock diversification and integer programming
description	This study shows how investors can maximize returns by preparing and monitoring their own stock portfolio by using an integer programming model with an algorithm that can be computed in spreadsheet and linear programming software. Further, the study emphasizes the importance of diversifying stockholdings to reap optimal returns and minimum volatility/risk. It also suggests employing behavioral portfolio theory where goals/aspirations of investors are combined with their reward-to-volatility profile. © 2009 De La Salle University, Manila, Philippines.
format	text
author	Sarreal, Emilina R.
author_facet	Sarreal, Emilina R.
author_sort	Sarreal, Emilina R.
title	Stock diversification and integer programming
title_short	Stock diversification and integer programming
title_full	Stock diversification and integer programming
title_fullStr	Stock diversification and integer programming
title_full_unstemmed	Stock diversification and integer programming
title_sort	stock diversification and integer programming
publisher	Animo Repository
publishDate	2009
url	https://animorepository.dlsu.edu.ph/faculty_research/589 https://animorepository.dlsu.edu.ph/context/faculty_research/article/1588/type/native/viewcontent
_version_	1718383436961415168

Stock diversification and integer programming

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