A multicriteria meta-goal portfolio model based in morningstar sector groupings

Kenneth D. Lawrence; Dinesh R. Pai; Sheila M. Lawrence

doi:10.1108/S0276-897620140000017002

A multicriteria meta-goal portfolio model based in morningstar sector groupings

Kenneth D. Lawrence, Dinesh R. Pai, Sheila M. Lawrence

MT School of Management

Research output: Contribution to journal › Article › peer-review

Abstract

With the use of meta-goal programming, a portfolio model, based on Morningstar Stock Sector and Morningstar Bond Sectors, is developed. These sectors are part of an indexed mutual fund for stock and for bonds. The asset allocation is based upon a set of four meta-goals: (1) forecasted earnings growth, (2) forecasted revenue growth, (3) unwanted deviation of absolute deviation for the risk for stock investments, and (4) unwanted deviation of absolute deviation for the risk for bond investments.

Original language	English (US)
Pages (from-to)	19-25
Number of pages	7
Journal	Applications of Management Science
Volume	17
DOIs	https://doi.org/10.1108/S0276-897620140000017002
State	Published - 2015

All Science Journal Classification (ASJC) codes

General Business, Management and Accounting

Keywords

Meta-goal programming
Morningstar sectors
Multicriteria decision making
Portfolio modeling

Access to Document

10.1108/S0276-897620140000017002

Cite this

@article{4ed533bd769a4801adef9e3b31d0853c,

title = "A multicriteria meta-goal portfolio model based in morningstar sector groupings",

abstract = "With the use of meta-goal programming, a portfolio model, based on Morningstar Stock Sector and Morningstar Bond Sectors, is developed. These sectors are part of an indexed mutual fund for stock and for bonds. The asset allocation is based upon a set of four meta-goals: (1) forecasted earnings growth, (2) forecasted revenue growth, (3) unwanted deviation of absolute deviation for the risk for stock investments, and (4) unwanted deviation of absolute deviation for the risk for bond investments.",

keywords = "Meta-goal programming, Morningstar sectors, Multicriteria decision making, Portfolio modeling",

author = "Lawrence, {Kenneth D.} and Pai, {Dinesh R.} and Lawrence, {Sheila M.}",

note = "Publisher Copyright: Copyright {\textcopyright} 2015 by Emerald Group Publishing Limited All rights of reproduction in any form reserved.",

year = "2015",

doi = "10.1108/S0276-897620140000017002",

language = "English (US)",

volume = "17",

pages = "19--25",

journal = "Applications of Management Science",

issn = "0276-8976",

publisher = "Emerald Group Publishing Ltd.",

}

TY - JOUR

T1 - A multicriteria meta-goal portfolio model based in morningstar sector groupings

AU - Lawrence, Kenneth D.

AU - Pai, Dinesh R.

AU - Lawrence, Sheila M.

PY - 2015

Y1 - 2015

N2 - With the use of meta-goal programming, a portfolio model, based on Morningstar Stock Sector and Morningstar Bond Sectors, is developed. These sectors are part of an indexed mutual fund for stock and for bonds. The asset allocation is based upon a set of four meta-goals: (1) forecasted earnings growth, (2) forecasted revenue growth, (3) unwanted deviation of absolute deviation for the risk for stock investments, and (4) unwanted deviation of absolute deviation for the risk for bond investments.

AB - With the use of meta-goal programming, a portfolio model, based on Morningstar Stock Sector and Morningstar Bond Sectors, is developed. These sectors are part of an indexed mutual fund for stock and for bonds. The asset allocation is based upon a set of four meta-goals: (1) forecasted earnings growth, (2) forecasted revenue growth, (3) unwanted deviation of absolute deviation for the risk for stock investments, and (4) unwanted deviation of absolute deviation for the risk for bond investments.

KW - Meta-goal programming

KW - Morningstar sectors

KW - Multicriteria decision making

KW - Portfolio modeling

UR - http://www.scopus.com/inward/record.url?scp=84922470053&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84922470053&partnerID=8YFLogxK

U2 - 10.1108/S0276-897620140000017002

DO - 10.1108/S0276-897620140000017002

M3 - Article

AN - SCOPUS:84922470053

SN - 0276-8976

VL - 17

SP - 19

EP - 25

JO - Applications of Management Science

JF - Applications of Management Science

ER -

A multicriteria meta-goal portfolio model based in morningstar sector groupings

Abstract

All Science Journal Classification (ASJC) codes

Keywords

Access to Document

Other files and links

Fingerprint

Cite this