On selecting portfolio of international mutual funds using goal programming with extended factors

This paper proposes and investigates the use of several factors for portfolio selection of international mutual funds. Three of the selected factors are specific to mutual funds, additional three factors are taken from Macroeconomics and one factor represents regional and country preferences. Each factor is treated as an objective in the multiple objective approach of goal programming. Three variants of goal programming are utilized.

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Year of publication:	2013
Authors:	Tamiz, Mehrdad ; Azmi, Rania A. ; Jones, Dylan F.
Published in:	European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 226.2013, 3, p. 560-576
Publisher:	Elsevier
Subject:	Goal programming \| Portfolio selection \| Extended factors \| Mutual funds

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010608504