Lawrence, Kenneth D.; Pai, Dinesh R.; Lawrence, Sheila M. - In: Applications of management science., (pp. 19-25). 2015
With the use of meta-goal programming, a portfolio model, based on Morningstar Stock Sector and Morningstar Bond Sectors, is developed. These sectors are part of an indexed mutual fund for stock and for bonds. The asset allocation is based upon a set of four meta-goals: (1) forecasted earnings...