Robust Strategies for Quantitative Investment Management

2004 ◽  
pp. 27-37 ◽  
Author(s):  
G. Bassett ◽  
G. Gerber ◽  
P. Rocco
Keyword(s):  
Investment Management ◽  
Robust Strategies

DECISION-MAKING ON INVESTMENT OF IT-INNOVATION BASED ON FUZZY EXPERT INFORMATION

2018 ◽  
pp. 103-111
Author(s):  
Olga Olegovna Eremenko ◽  
Lyubov Borisovna Aminul ◽  
Elena Vitalievna Chertina
Keyword(s):  
Decision Making ◽  
Individual Characteristics ◽  
Production Model ◽  
Investment Management ◽  
It Projects ◽  
Product Model ◽  
Project Cost ◽  
Reasoning System ◽  
Managerial Decisions ◽  
The Individual

The subject of the research is the process of making managerial decisions for innovative IT projects investing. The paper focuses on the new approach to decision making on investing innovative IT projects using expert survey in a fuzzy reasoning system. As input information, expert estimates of projects have been aggregated into six indicators having a linguistic description of the individual characteristics of the project type "high", "medium", and "low". The task of decision making investing has been formalized and the term-set of the output variable Des has been defined: to invest 50-75% of the project cost; to invest 20-50% of the project cost; to invest 10-20% of the project cost; to send the project for revision; to turn down investing project. The fuzzy product model of making investment management decisions has been developed; it adequately describes the process of investment management. The expediency of using constructed production model on a practical example is shown.

The Once and Future Investment Management Industry

CFA Magazine ◽  
2011 ◽  
Vol 22 (1) ◽  
pp. 48-51
Author(s):  
Rhea Wessel
Keyword(s):  
Investment Management

Key Trends in Fixed-Income Investment Management

2002 ◽  
Vol 2002 (1) ◽  
pp. 19-25
Author(s):  
Eugene Flood
Keyword(s):  
Fixed Income ◽  
Investment Management

Benchmarks and Investment Management

CFA Digest ◽  
2003 ◽  
Vol 33 (3) ◽  
pp. 89-92
Author(s):  
Frank T. Magiera
Keyword(s):  
Investment Management

Performance and Persistence in Institutional Investment Management

CFA Digest ◽  
2010 ◽  
Vol 40 (3) ◽  
pp. 40-42
Author(s):  
Chenchuramaiah T. Bathala
Keyword(s):  
Investment Management ◽  
Institutional Investment
Sign in / Sign up

Export Citation Format

Share Document