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Missouri University of Science and Technology
Operations Research, Systems Engineering and Industrial Engineering
<p>Portfolio management -- Data processing<br />Portfolio management -- Mathematical models<br />Mathematical optimization<br />Taguchi methods (Quality control)</p>
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Full-Text Articles in Engineering
Application Of Quality Engineering To Investment Portfolio Selection And Optimization, Vivek Kulinchandra Jikar
Application Of Quality Engineering To Investment Portfolio Selection And Optimization, Vivek Kulinchandra Jikar
Doctoral Dissertations
"The Taguchi System of Quality Engineering (TSQE) is a widely accepted philosophy and set of tools and techniques to rapidly design and manufacture high quality, low cost products and services. It is heavily focused on creating stable system designs that allow a product or system to perform as desired by customers in the environment of their choice. This research demonstrates the power of the TSQE to manage an investment portfolio. In particular, it uses the concept of design stability to select investments and optimize portfolios. It proposes a new design stability-based investment screening metric and discusses its application. Further, this …