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Interactive Multiple Objective Asset Allocation

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thesis
posted on 22.05.2021, 14:03 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.

History

Language

eng

Degree

Master of Engineering

Program

Mechanical and Industrial Engineering

Granting Institution

Ryerson University

LAC Thesis Type

Thesis

Thesis Advisor

Liping Fang