An analytical derivation of the efficient surface in portfolio selection with three criteria

Springer Science and Business Media LLC - Tập 251 Số 1 - Trang 161-177 - 2017
Qi, Yue1, Steuer, Ralph E.2, Wimmer, Maximilian3
1Department of Financial Management, Business School, Nankai University, Tianjin, China
2Department of Finance, University of Georgia, Athens, USA
3Department of Finance, University of Regensburg, Regensburg, Germany

Tóm tắt

In standard mean-variance bi-criterion portfolio selection, the efficient set is a frontier. While it is not yet standard for there to be additional criteria in portfolio selection, there has been a growing amount of discussion in the literature on the topic. However, should there be even one additional criterion, the efficient frontier becomes an efficient surface. Striving to parallel Merton’s seminal analytical derivation of the efficient frontier, in this paper we provide an analytical derivation of the efficient surface when an additional linear criterion (on top of expected return and variance) is included in the model addressed by Merton. Among the results of the paper there is, as a higher dimensional counterpart to the 2-mutual-fund theorem of traditional portfolio selection, a 3-mutual-fund theorem in tri-criterion portfolio selection. 3D graphs are employed to stress the paraboloidic/hyperboloidic structures present in tri-criterion portfolio selection.

Tài liệu tham khảo

citation_journal_title=European Journal of Operational Research; citation_title=Financial portfolio management through the goal programming model: Current state-of-the-art; citation_author=B Aouni, C Colapinto, D Torre; citation_volume=234; citation_issue=2; citation_publication_date=2014; citation_pages=536-545; citation_doi=10.1016/j.ejor.2013.09.040; citation_id=CR1 citation_journal_title=European Journal of Operational Research; citation_title=Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives; citation_author=E Ballestero, M Bravo, B Pérez-Gladish, M Arenas-Parra, D Plà-Santamaria; citation_volume=216; citation_issue=2; citation_publication_date=2012; citation_pages=487-494; citation_doi=10.1016/j.ejor.2011.07.011; citation_id=CR2 citation_journal_title=Review of Financial Markets; citation_title=Multicriteria approaches for portfolio selection: An overview; citation_author=CA Bana e Costa, JO Soares; citation_volume=4; citation_issue=1; citation_publication_date=2001; citation_pages=19-26; citation_id=CR3 citation_journal_title=European Journal of Operational Research; citation_title=Multi-objective stochastic programming for portfolio selection; citation_author=F Ben Abdelaziz, B Aouni, R Fayedh; citation_volume=177; citation_issue=3; citation_publication_date=2007; citation_pages=1811-1823; citation_doi=10.1016/j.ejor.2005.10.021; citation_id=CR4 citation_journal_title=Journal of Business Ethics; citation_title=Selection of socially responsible portfolios using hedonic prices; citation_author=A Bilbao-Terol, M Arenas-Parra, V Cañal-Fernández, C Bilbao-Terol; citation_volume=115; citation_issue=3; citation_publication_date=2013; citation_pages=515-529; citation_doi=10.1007/s10551-012-1411-6; citation_id=CR5 citation_journal_title=European Journal of Operational Research; citation_title=Synthetic indicators of mutual funds’ environmental responsibility: An application of the reference point method; citation_author=JM Cabello, F Ruiz, B Pérez-Gladish, P Méndez-Rodriguez; citation_volume=236; citation_issue=1; citation_publication_date=2014; citation_pages=313-325; citation_doi=10.1016/j.ejor.2013.11.031; citation_id=CR6 Calvo, C., Ivorra, C., & Liern, V. (2014). Fuzzy portfolio selection with non-financial goals: Exploring the efficient frontier. Annals of Operations Research. doi: 10.1007/s10479-014-1561-2 . Chow, G. (1995). Portfolio selection based on return, risk, and relative performance. Financial Analysts Journal, 51(2), 54–60. citation_journal_title=Journal of Asset Management; citation_title=Theory of social returns in portfolio choice with application to microfinance; citation_author=G Dorfleitner, M Leidl, J Reeder; citation_volume=13; citation_issue=6; citation_publication_date=2012; citation_pages=384-400; citation_doi=10.1057/jam.2012.18; citation_id=CR9 citation_title=Multicriteria optimization; citation_publication_date=2005; citation_id=CR10; citation_author=M Ehrgott; citation_publisher=Springer citation_journal_title=European Journal of Operational Research; citation_title=An MCDM approach to portfolio optimization; citation_author=M Ehrgott, K Klamroth, C Schwehm; citation_volume=155; citation_issue=3; citation_publication_date=2004; citation_pages=752-770; citation_doi=10.1016/S0377-2217(02)00881-0; citation_id=CR11 Feuersänger, C. (2014). Manual for package PGFPLOTS, version 1.11, Universität Bonn. citation_journal_title=Pensions & Investments; citation_title=Data show importance of company R&D in picking stocks; citation_author=JB Guerard, A Mark; citation_volume=32; citation_issue=25; citation_publication_date=2004; citation_pages=30-31; citation_id=CR13 citation_journal_title=European Journal of Operational Research; citation_title=A framework for managing a portfolio of socially responsible investments; citation_author=WG Hallerbach, H Ning, A Soppe, J Spronk; citation_volume=153; citation_issue=2; citation_publication_date=2004; citation_pages=517-529; citation_doi=10.1016/S0377-2217(03)00172-3; citation_id=CR14 citation_journal_title=Operations Research; citation_title=Computing the nondominated surface in tri-criterion portfolio selection; citation_author=M Hirschberger, RE Steuer, S Utz, M Wimmer, Y Qi; citation_volume=61; citation_issue=1; citation_publication_date=2013; citation_pages=169-183; citation_doi=10.1287/opre.1120.1140; citation_id=CR15 citation_title=Foundations for financial economics; citation_publication_date=1988; citation_id=CR16; citation_author=C Huang; citation_author=RH Litzenberger; citation_publisher=Prentice Hall citation_journal_title=Journal of the Operations Research Society of Japan; citation_title=A mean-variance-skewness portfolio optimization model; citation_author=H Konno, KI Suzuki; citation_volume=38; citation_issue=2; citation_publication_date=1995; citation_pages=173-187; citation_id=CR17 citation_title=Goal programming for decision analysis; citation_publication_date=1972; citation_id=CR18; citation_author=SM Lee; citation_publisher=Auerbach Publishers citation_journal_title=Journal of Investment Management; citation_title=It’s 11pm—do you know where your liquidity is? The mean-variance-liquidity frontier; citation_author=AW Lo, C Petrov, M Wierzbicki; citation_volume=1; citation_issue=1; citation_publication_date=2003; citation_pages=55-93; citation_id=CR19 citation_journal_title=Journal of Finance; citation_title=Portfolio selection; citation_author=HM Markowitz; citation_volume=7; citation_issue=1; citation_publication_date=1952; citation_pages=77-91; citation_id=CR20 citation_journal_title=Journal of Financial and Quantitative Analysis; citation_title=An analytical derivation of the efficient portfolio frontier; citation_author=RC Merton; citation_volume=7; citation_issue=4; citation_publication_date=1972; citation_pages=1851-1872; citation_doi=10.2307/2329621; citation_id=CR21 citation_title=Nonlinear multiobjective optimization; citation_publication_date=1999; citation_id=CR22; citation_author=K Miettinen; citation_publisher=Kluwer citation_journal_title=Journal of Multi-Criteria Decision Analysis; citation_title=Mutual funds efficiency measurement under financial and social responsibility criteria; citation_author=B Pérez-Gladish, P Méndez-Rodriguez, B M’Zali, P Lang; citation_volume=20; citation_issue=3–4; citation_publication_date=2013; citation_pages=109-125; citation_doi=10.1002/mcda.1494; citation_id=CR23 citation_journal_title=Computers & Operations Research; citation_title=A heuristic algorithm for a portfolio optimization model applied to the Milan stock market; citation_author=MG Speranza; citation_volume=23; citation_issue=5; citation_publication_date=1996; citation_pages=431-441; citation_id=CR24 citation_journal_title=European Journal of Operational Research; citation_title=Financial modelling: Where to go? With an illustration for portfolio management; citation_author=J Spronk, WG Hallerbach; citation_volume=99; citation_issue=1; citation_publication_date=1997; citation_pages=113-127; citation_doi=10.1016/S0377-2217(96)00386-4; citation_id=CR25 Spronk, J., & Zambruno, G. M. (1981). A multiple-criteria approach to portfolio selection. In Göppl, H., Henn, R. (Eds.) Geld, Banken und Versicherungen, Band 1, Athenum, pp. 451–459. citation_journal_title=European Journal of Operational Research; citation_title=Multiple criteria decision making combined with finance: A categorized bibliography; citation_author=RE Steuer, P Na; citation_volume=150; citation_issue=3; citation_publication_date=2003; citation_pages=496-515; citation_doi=10.1016/S0377-2217(02)00774-9; citation_id=CR27 citation_journal_title=Annals of Operations Research; citation_title=Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection; citation_author=RE Steuer, Y Qi, M Hirschberger; citation_volume=152; citation_issue=1; citation_publication_date=2007; citation_pages=297-317; citation_doi=10.1007/s10479-006-0137-1; citation_id=CR28 citation_journal_title=Journal of Financial and Quantitative Analysis; citation_title=A linear programming formulation of the general portfolio selection problem; citation_author=BK Stone; citation_volume=8; citation_issue=4; citation_publication_date=1973; citation_pages=621-636; citation_doi=10.2307/2329828; citation_id=CR29 citation_journal_title=European Journal of Operational Research; citation_title=Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds; citation_author=S Utz, M Wimmer, M Hirschberger, RE Steuer; citation_volume=234; citation_issue=2; citation_publication_date=2014; citation_pages=491-498; citation_doi=10.1016/j.ejor.2013.07.024; citation_id=CR30 Utz, S., Wimmer, M., & Steuer, R. E. (2015). Tri-criterion modeling for creating more-sustainable mutual funds. European Journal of Operational Research. doi: 10.1016/j.ejor.2015.04.035 . citation_title=Multicriteria portfolio management; citation_publication_date=2012; citation_id=CR32; citation_author=P Xidonas; citation_author=G Mavrotas; citation_author=T Krintas; citation_author=J Psarras; citation_author=C Zopounidis; citation_publisher=Springer Ziemba, W. (2006). Personal communication at 21st European Conference on Operational Research, Reykjavik, Iceland, July 3.