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2021•Unpublished venueOpen access

Interactive Multiple Objective Asset Allocation

Songzhi Lin

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Abstract

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.

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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.

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Available abstract

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.

Key concepts: Asset allocation, Analytic hierarchy process, Stochastic investment model, Portfolio, Computer science, Asset (computer security), Investment (military), Process (computing)

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