Abstract
ABAPO 2.1 (Assets/Business(es) Analyser and Portfolio Optimizer) is a DSS prototype for portfolio managers. It assists the decision maker in two important stages of his task. First, it provides an integrated synthesis of the returns scenario in order to support the decision maker in the selection of the assets to retain, in accordance with his strategy. Second, on the retained assets it computes and shows the E-σ efficient solutions. For each efficient portfolio ABAPO supplies immediately a lot of information that should help the decision maker to single out the portfolio which fits his goals best.
Research supported by the Italian National Research Council (CNR), grant n. 88.03065.10. ABAPO DSS 2.1 prototype has been developed with the support of the CNR (grant n. 87.1210.10), of the Banca Popolare di Verona, of the Cassa di Risparmio di Verona Vicenza e Belluno, of the Società Cattolica di Assicurazione, at the Istituto di Matematica, Università di Verona.
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Rossi, F.A. (1991). Exploring Efficient Sets and Equilibria on Risky Assets with ABAPO DSS Prototype Version 2.1.. In: Spronk, J., Matarazzo, B. (eds) Modelling for Financial Decisions. Studies in Financial Modelling. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-76761-6_13
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DOI: https://doi.org/10.1007/978-3-642-76761-6_13
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