Interactive Multiple Objective Asset Allocation
thesisposted on 22.05.2021, 14:03 authored by Songzhi Lin
Portfolio efficiency and suitability are two important goals in the asset allocation processing involving a financial advisor and clients. The Analytic Hierarchy Process (AHP) technique is employed as a framework to address an investor's multiple investment objectives. Questionnaires, GAMS (General Algebraic Modelling System) programs and spreadsheet models are developed to facilitate the communications between the financial advisor and investor.