scholarly journals Interactive Multiple Objective Asset Allocation

2021 ◽  
Author(s):  
Songzhi Lin
Keyword(s):  
Analytic Hierarchy Process ◽  
Asset Allocation ◽  
Multiple Objective ◽  
Analytic Hierarchy ◽  
Financial Advisor ◽  
Portfolio Efficiency ◽  
Spreadsheet Models ◽  
Hierarchy Process ◽  
Modelling System ◽  
Algebraic Modelling

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.

scholarly journals Interactive Multiple Objective Asset Allocation

2021 ◽  
Author(s):  
Songzhi Lin
Keyword(s):  
Analytic Hierarchy Process ◽  
Asset Allocation ◽  
Multiple Objective ◽  
Analytic Hierarchy ◽  
Financial Advisor ◽  
Portfolio Efficiency ◽  
Spreadsheet Models ◽  
Hierarchy Process ◽  
Modelling System ◽  
Algebraic Modelling

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.

scholarly journals Asset Allocation: An Application Of The Analytic Hierarchy Process

2011 ◽  
Vol 6 (9) ◽  
Author(s):  
Steven V. Le
Keyword(s):  
Analytic Hierarchy Process ◽  
Asset Allocation ◽  
Allocation Scheme ◽  
Individual Investor ◽  
Investment Portfolio ◽  
Analytic Hierarchy ◽  
Business Decisions ◽  
Investment Allocation ◽  
Hierarchy Process ◽  
Weighting Technique

The objective of this paper is to develop a theoretically sound approach for determining the appropriateness of an investment allocation for a particular investor. A methodology using an Analytic Hierarchy Process (AHP) is suggested as a means of formalizing the process of determining the suitability of a potential investment portfolio to a potential investor. The AHP has been applied to a variety of business decisions and processes requiring high degrees of subjective judgment. The result of this model is an asset allocation scheme tailored to the specific requirements of an individual investor. Although the AHP process is a subjective weighting technique that relies upon the judgment of the decision-maker, it does so in a manner that is more systematic and consistent than traditional subjective decision-making.

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