Financial modelling: where to go? With an illustration for portfolio management

Article Abstract:

The contribution of financial modelling to developments in the financial sector and the associated disciplines is analyzed. The EURO working group on financial modelling's definition of Financial Modelling is considered. The philosophy of financial modelling is approached via a framework for portfolio management in which results from positive theories can be combined with special properties of actual portfolio management problems.is entails investigation of the set of alternative decision strategies, clarification of relations between decision alternatives and potential results, and the search for a set of appropriate streams of decision alternatives.

Author: Spronk, Jaap, Hallerbach, Winfried
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 1997
Research, Models, Financial analysis

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Mean-Gini analysis in R & D portfolio selection

Article Abstract:

A model which provides a practical means of developing preferred portfolios of risky research and development projects is presented. It requires estimates of two parameters, the expected return and the Gini co-efficient and is a highly intuitive and simple method.

Author: Rinquest, Jeffrey, L., Graves, Samuel, B., Case, Randy, H.
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
Research and Development in the Physical, Engineering, and Life Sciences, Scientific Research and Development Services, Commercial physical research, Research & Development-Industry, Science, Research & Development, Analysis, Research and development, Industrial research

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A framework for managing a portfolio of socially responsible investments

Article Abstract:

Real-life data is used to illustrate a complete framework for selecting a portfolio of socially responsible investments. The multi-attribute descriptions of the individual investment can be combined into portfolios with the same attributes at the portfolio level.

Author: Spronk, Jaap, Hallerbach, Winfried, Ning, Haikun, Soppe, Aloy
Publisher: Elsevier B.V.
Publication Name: European Journal of Operational Research
Subject: Business, international
ISSN: 0377-2217
Year: 2004
Socially responsible investments

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Subjects list: Multiple criteria decision making, Portfolio management, Management, Company business management
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