Title: Comparisons of investment fund allocation – Capacitated vehicle routing problem results: Investment fund allocation for different time units
Abstract: One of the main objectives of investment is to minimize the total risks of investment. Capacitated Vehicle Routing Problem – Investment Fund Allocation Problem (CVRP-IFAP) can be used to achieve this objective. At the same time, it is able to determine the routes or sequences of investment plan for a type of investors who has already have pre-determined investment assets. Furthermore, this method determines the number of sources of funds for an investor to have in order to invest in all the pre-determined assets. Another issue in investment is the duration of time for an investor to hold or keep an asset before selling it back. Therefore, this study compares the output of CVRP-IFAP for five Asian emerging markets, using daily, weekly and monthly returns. Results illustrate whether the duration of time to hold an asset is an important element in investment.
Publication Year: 2018
Publication Date: 2018-01-01
Language: en
Type: article
Indexed In: ['crossref']
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