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On selecting portfolio of international mutual funds using goal programming with extended factors |
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| Authors: | Mehrdad Tamiz Rania A Azmi Dylan F Jones |
| Institution: | 1. Kuwait University, College of Business Administration, P.O. Box 5486, Safat 13055, Kuwait;2. University of Portsmouth, Department of Mathematics, Lion Gate Building, Lion Terrace, Portsmouth, Hampshire PO1 3HF, United Kingdom |
| Abstract: | This paper proposes and investigates the use of several factors for portfolio selection of international mutual funds. Three of the selected factors are specific to mutual funds, additional three factors are taken from Macroeconomics and one factor represents regional and country preferences. Each factor is treated as an objective in the multiple objective approach of goal programming. Three variants of goal programming are utilized. |
| Keywords: | Goal programming Portfolio selection Extended factors Mutual funds |
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