Resum The optimum portfolio selection for an investor with particular preferences was proven to lie on the normalized efficient frontier between two bounds defined by the Ballestero (1998) bounding theorem. A deeper understanding is possible if the decision-maker is provided with visual and quantitative techniques. Here, we derive useful insights as a way to support investor?s decision-making t...

In the paper, we introduce a multi-objective scenario-based optimization approach for chance-constrained portfolio selection problems. More specifically, a modified version of the normal constraint method is implemented with a global solver in order to generate a dotted approximation of the Pareto frontier for biand tri-objective programming problems. Numerical experiments are carried out on a ...

The optimum portfolio selection for an investor with particular preferences was proven to lie on the normalized efficient frontier between two bounds defined by the Ballestero (1998) bounding theorem. A deeper understanding is possible if the decision-maker is provided with visual and quantitative techniques. Here, we derive useful insights as a way to support investor’s decision-making through...

Resum The optimum portfolio selection for an investor with particular preferences was proven to lie on the normalized efficient frontier between two bounds defined by the Ballestero (1998) bounding theorem. A deeper understanding is possible if the decision-maker is provided with visual and quantitative techniques. Here, we derive useful insights as a way to support investor?s decision-making t...

Financial crises, like Asian financial crisis in 1997 and credit crunch from USA in 2007, have huge influence worldwide. For the importance and uniqueness of China’s stock market, it is interesting and attractive to research it under influence of financial crises. The purpose for this research is to find out the influence of financial crises on Chinese stock market and focus on efficiency front...

This paper empirically examines the joint pricing decision of products in a firm’s product line. When products are distinguished by a vertical characteristic, those products with higher values of that characteristic will command higher prices. We investigate whether, holding the value of the characteristic constant, there is a price premium for products on the industry and/or the firm frontier,...

The COVID 19 pandemic in early March 2020 starting from Wuhan had a very large impact on the global economy and Indonesian economy, forced government to establish PPKM policy (Implementation of Restrictions Community Activities) suppress spread Covid Indonesia. Indonesia's State Gross Domestic Product fell second quarter 2021 amounting -5.32% also having an stock market Indonesia at January 02 ...

BACKGROUND The National Institutes of Health (NIH) is among the world's largest investors in biomedical research, with a mandate to: "…lengthen life, and reduce the burdens of illness and disability." Its funding decisions have been criticized as insufficiently focused on disease burden. We hypothesize that modern portfolio theory can create a closer link between basic research and outcome, and...