Portfolio Optimisation Model
Portfolio optimization is the process of choosing the proportions of various assets to be held in a portfolio, in such a way as to the portfolio better than any other according to some criterion. The criterion will combine, directly or indirectly, considerations of the expected value of the portfolio's rate of return as well as of the return's dispersion and possibly other measures of financial risk.

Research question: which interventions should be acquired nexts amongst the selection of other competing interventions ? This complex eModel aims to address the question of prioritisation and sequence of introduction. Multi Cohort markov model projects clinical and economic outcomes for a chosen portfolio of interventions. Optimisation sub-model layer maximises an outcome of interest subject to a budgetary and other constraints. Multi Criteria Decision Analysis (MCDA) is applied to define the outcome measure of interest.
 
Portfolio Optimisation Model
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Portfolio Optimisation Model

Portfolio optimization is the process of choosing the proportions of various assets to be held in a portfolio, in such a way as to the portfolio Read More
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