메뉴 건너뛰기




Volumn 49, Issue 4, 2011, Pages 513-532

Portfolio design for investment companies through scenario planning

Author keywords

Financial markets; Iran; Portfolio investment; Process planning; Uncertainty management

Indexed keywords


EID: 79955475318     PISSN: 00251747     EISSN: None     Source Type: Journal    
DOI: 10.1108/00251741111126468     Document Type: Article
Times cited : (22)

References (52)
  • 6
    • 33947680819 scopus 로고    scopus 로고
    • Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges
    • Ballestero, E., Gunther, M., Pla- Santamaria, D. and Stummer, C. (2007), "Portfolio selection under strict uncertainty: a multi-criteria methodology and its application to the Frankfurt and Vienna stock exchanges" in European Journal of Operational Research, Vol. 181, pp. 1476-87.
    • (2007) European Journal of Operational Research , vol.181 , pp. 1476-1487
    • Ballestero, E.1    Gunther, M.2    Pla- Santamaria, D.3    Stummer, C.4
  • 8
    • 20444437996 scopus 로고    scopus 로고
    • The origins and evolution of scenario techniques in long range business planning
    • Bradfield, R., Wrightb, G., Burta, G., Cairns, G. and van der Heijden, K. (2005), "The origins and evolution of scenario techniques in long range business planning" in Futures, Vol. 37, pp. 795-812.
    • (2005) Futures , vol.37 , pp. 795-812
    • Bradfield, R.1    Wrightb, G.2    Burta, G.3    Cairns, G.4    van der Heijden, K.5
  • 10
    • 0012470850 scopus 로고    scopus 로고
    • The Fuzzy Delphi Method via fuzzy statistics and membership function fitting and an application to the human resources
    • Chang, P.T., Huang, L.C. and Lin, H.J. (2000), "The Fuzzy Delphi Method via fuzzy statistics and membership function fitting and an application to the human resources" in Fuzzy Sets and Systems, Vol. 112, pp. 511-20.
    • (2000) Fuzzy Sets and Systems , vol.112 , pp. 511-520
    • Chang, P.T.1    Huang, L.C.2    Lin, H.J.3
  • 12
    • 79955674166 scopus 로고    scopus 로고
    • Portfolio management in the midst of uncertainties: How scenario planning can be useful
    • Dewulf, G. and van der Schaaf, P. (1998), "Portfolio management in the midst of uncertainties: how scenario planning can be useful" in Journal of Corporate Real Estate, Vol. 1, No. 1, pp. 19-28.
    • (1998) Journal of Corporate Real Estate , vol.1 , Issue.1 , pp. 19-28
    • Dewulf, G.1    van der Schaaf, P.2
  • 17
    • 49049122264 scopus 로고    scopus 로고
    • General uncertainty in portfolio selection: A case-based decision approach
    • Golosnoy, V. and Okhrin, Y. (2008), "General uncertainty in portfolio selection: a case-based decision approach" in Journal of Economic Behavior and Organization, Vol. 67, pp. 718-34.
    • (2008) Journal of Economic Behavior and Organization , vol.67 , pp. 718-734
    • Golosnoy, V.1    Okhrin, Y.2
  • 18
    • 38349045558 scopus 로고    scopus 로고
    • Asset portfolio optimization using fuzzy mathematical programming
    • Gupta, P., Mehlawat, M.K. and Saxena, A. (2008), "Asset portfolio optimization using fuzzy mathematical programming" in Information Sciences, Vol. 178, pp. 1734-55.
    • (2008) Information Sciences , vol.178 , pp. 1734-1755
    • Gupta, P.1    Mehlawat, M.K.2    Saxena, A.3
  • 21
    • 84993012414 scopus 로고    scopus 로고
    • Defining strategic processes in investment companies: An exploration study in Iranian investment companies
    • Hanafizadeh, P., Rezaei, M. and Ghafouri, A. (2009b), "Defining strategic processes in investment companies: an exploration study in Iranian investment companies" in Business Process Management Journal, Vol. 15, No. 1, pp. 20-33.
    • (2009) Business Process Management Journal , vol.15 , Issue.1 , pp. 20-33
    • Hanafizadeh, P.1    Rezaei, M.2    Ghafouri, A.3
  • 22
    • 33747005569 scopus 로고    scopus 로고
    • Asset allocation: International real estate investment strategy under a workable analytic hierarchy process (AHP)
    • Hin, K., Ho, D., Ong, S. and Sing, T. (2006), "Asset allocation: international real estate investment strategy under a workable analytic hierarchy process (AHP)" in Journal of Property Investment and Finance, Vol. 24, No. 4, pp. 324-42.
    • (2006) Journal of Property Investment and Finance , vol.24 , Issue.4 , pp. 324-342
    • Hin, K.1    Ho, D.2    Ong, S.3    Sing, T.4
  • 23
    • 36248967220 scopus 로고    scopus 로고
    • Application of fuzzy analytic hierarchy process in the selection of advertising media
    • Hsu, T.H. and Yang, T.H. (2000), "Application of fuzzy analytic hierarchy process in the selection of advertising media" in Journal of Management and Systems, Vol. 7, pp. 19-39.
    • (2000) Journal of Management and Systems , vol.7 , pp. 19-39
    • Hsu, T.H.1    Yang, T.H.2
  • 24
    • 33846309229 scopus 로고    scopus 로고
    • Two new models for portfolio selection with stochastic returns taking fuzzy information
    • Huang, X.-o. (2007), "Two new models for portfolio selection with stochastic returns taking fuzzy information" in European Journal of Operational Research, Vol. 180, pp. 396-405.
    • (2007) European Journal of Operational Research , vol.180 , pp. 396-405
    • Huang, X.-O.1
  • 25
    • 0023401212 scopus 로고
    • Scenario planning - what style should you use?
    • Huss, W.R. and Honton, E.J. (1987), "Scenario planning - what style should you use?" in Long Range Planning, Vol. 20, pp. 21-9.
    • (1987) Long Range Planning , vol.20 , pp. 21-29
    • Huss, W.R.1    Honton, E.J.2
  • 27
    • 33745092894 scopus 로고
    • The use of scenarios in corporate planning: Eight case histories
    • Klein, H. and Linneman, R. (1981), "The use of scenarios in corporate planning: eight case histories" in Long Range Planning, Vol. 14, No. 5, pp. 69-77.
    • (1981) Long Range Planning , vol.14 , Issue.5 , pp. 69-77
    • Klein, H.1    Linneman, R.2
  • 29
    • 48749098899 scopus 로고    scopus 로고
    • Constructing performance appraisal indicators for mobility of the service industries using fuzzy Delphi method
    • Kuo, Y.F. and Chen, P.C. (2007), "Constructing performance appraisal indicators for mobility of the service industries using fuzzy Delphi method" in Journal of Expert Systems with Applications, Vol. 35, No. 4, pp. 1930-9.
    • (2007) Journal of Expert Systems with Applications , vol.35 , Issue.4 , pp. 1930-1939
    • Kuo, Y.F.1    Chen, P.C.2
  • 30
    • 84980100064 scopus 로고
    • Securities prices, risk and maximul gains from diversification
    • Lintner, J. (1965), "Securities prices, risk and maximul gains from diversification" in The Journal of Finance, Vol. 20, No. 4, pp. 587-615.
    • (1965) The Journal of Finance , vol.20 , Issue.4 , pp. 587-615
    • Lintner, J.1
  • 33
    • 0242269345 scopus 로고    scopus 로고
    • PROMETHEE and AHP: The design of operational synergies in multi-criteria analysis. Strengthening PROMETHEE with ideas of AHP
    • Marcharis, C., Springael, J., Brucker, K. and Verbeke, A. (2004), "PROMETHEE and AHP: the design of operational synergies in multi-criteria analysis. Strengthening PROMETHEE with ideas of AHP" in European Journal of Operational Research, Vol. 153, pp. 307-17.
    • (2004) European Journal of Operational Research , vol.153 , pp. 307-317
    • Marcharis, C.1    Springael, J.2    Brucker, K.3    Verbeke, A.4
  • 34
    • 84995186518 scopus 로고
    • Portfolio selection
    • Markowitz, H.M. (1952), "Portfolio selection" in Journal of Finance, Vol. 7, No. 1, pp. 77-91.
    • (1952) Journal of Finance , vol.7 , Issue.1 , pp. 77-91
    • Markowitz, H.M.1
  • 36
    • 34547361371 scopus 로고    scopus 로고
    • Multi-criteria decision aid approach for the selection of the best compromise management scheme for ELVs: The case of Cyprus
    • Mergias, I., Moustakas, K., Papadopoulos, A. and Loizidou, M. (2007), "Multi-criteria decision aid approach for the selection of the best compromise management scheme for ELVs: the case of Cyprus" in Journal of Hazardous Materials, Vol. 147, pp. 706-17.
    • (2007) Journal of Hazardous Materials , vol.147 , pp. 706-717
    • Mergias, I.1    Moustakas, K.2    Papadopoulos, A.3    Loizidou, M.4
  • 37
    • 0037305730 scopus 로고    scopus 로고
    • Scenarios, real options and integrated risk management
    • Miller, K.D. and Waller, H.G. (2003), "Scenarios, real options and integrated risk management" in Long Range Planning, Vol. 36, pp. 93-107.
    • (2003) Long Range Planning , vol.36 , pp. 93-107
    • Miller, K.D.1    Waller, H.G.2
  • 38
  • 39
    • 0001238604 scopus 로고
    • Equilibrium in a capital asset market
    • Mossin, J. (1966), "Equilibrium in a capital asset market" in Econometrica, Vol. 34, No. 4, pp. 768-83.
    • (1966) Econometrica , vol.34 , Issue.4 , pp. 768-783
    • Mossin, J.1
  • 40
    • 40549106746 scopus 로고    scopus 로고
    • Enhancing the effectiveness of the balanced scorecard with scenario planning
    • Othman, R. (2008), "Enhancing the effectiveness of the balanced scorecard with scenario planning" in International Journal of Productivity and Performance Management, Vol. 57, No. 3, pp. 259-66.
    • (2008) International Journal of Productivity and Performance Management , vol.57 , Issue.3 , pp. 259-266
    • Othman, R.1
  • 41
    • 33745090866 scopus 로고    scopus 로고
    • Crises, scenarios and the strategic management process
    • Pollard, D. and Hotho, S. (2006), "Crises, scenarios and the strategic management process" in Vol. 44, No. 6, pp. 721-36.
    • (2006) , vol.44 , Issue.6 , pp. 721-736
    • Pollard, D.1    Hotho, S.2
  • 42
    • 84986079256 scopus 로고    scopus 로고
    • Scenario building: A suitable method for strategic property planning
    • Ratcliffe, J. (2000), "Scenario building: a suitable method for strategic property planning" in Property Management, Vol. 18, No. 2, pp. 127-44.
    • (2000) Property Management , vol.18 , Issue.2 , pp. 127-144
    • Ratcliffe, J.1
  • 44
    • 0001217228 scopus 로고
    • A simplified model for portfolio analysis
    • Sharp, W.F. (1963), "A simplified model for portfolio analysis" in Management Science, Vol. 9, No. 2, pp. 277-93.
    • (1963) Management Science , vol.9 , Issue.2 , pp. 277-293
    • Sharp, W.F.1
  • 45
    • 84980092818 scopus 로고
    • Capital asset prices: A theory of market equilibrium under condition of risk
    • Sharp, W.F. (1964), "Capital asset prices: a theory of market equilibrium under condition of risk" in The Journal of Finance, Vol. 19, No. 3, pp. 425-42.
    • (1964) The Journal of Finance , vol.19 , Issue.3 , pp. 425-442
    • Sharp, W.F.1
  • 46
    • 84963108002 scopus 로고
    • Liquidity preference as behavior towards risk
    • Tobin, J. (1958), "Liquidity preference as behavior towards risk" in Review of Economic Studies, Vol. 25, pp. 65-86.
    • (1958) Review of Economic Studies , vol.25 , pp. 65-86
    • Tobin, J.1
  • 47
    • 33846693614 scopus 로고    scopus 로고
    • Modeling international investment decisions for financial holding companies
    • Trappey, C., Shin, T. and Trappey, A. (2007), "Modeling international investment decisions for financial holding companies" in European Journal of Operational Research, Vol. 180, pp. 800-14.
    • (2007) European Journal of Operational Research , vol.180 , pp. 800-814
    • Trappey, C.1    Shin, T.2    Trappey, A.3
  • 49
    • 19644401575 scopus 로고    scopus 로고
    • Dealing with the uncertainties of environmental change by adding scenario planning to the strategy reformulation equation
    • Walsh, P.R. (2005), "Dealing with the uncertainties of environmental change by adding scenario planning to the strategy reformulation equation" in Management Decision, Vol. 43, No. 1, pp. 113-22.
    • (2005) Management Decision , vol.43 , Issue.1 , pp. 113-122
    • Walsh, P.R.1
  • 51
    • 34147128556 scopus 로고    scopus 로고
    • Possibilistic mean-variance models and efficient frontiers for portfolio selection problem
    • Zhang, W.G., Wang, Y.L., Chen, Z.P. and Nie, Z.K. (2007), "Possibilistic mean-variance models and efficient frontiers for portfolio selection problem" in Information Sciences, Vol. 177, pp. 2787-801.
    • (2007) Information Sciences , vol.177 , pp. 2787-2801
    • Zhang, W.G.1    Wang, Y.L.2    Chen, Z.P.3    Nie, Z.K.4
  • 52
    • 0007273649 scopus 로고    scopus 로고
    • Fore front: How to be rigorous with scenario planning
    • Godet, M. (2000), "Fore front: how to be rigorous with scenario planning" in Foresight, Vol. 2, No. 1, pp. 5-9.
    • (2000) Foresight , vol.2 , Issue.1 , pp. 5-9
    • Godet, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.