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Multicriteria Portfolio Management
Xidonas, Panagiotis; Mavrotas, George; Krintas, Theodore; Psarras, John; Zopounidis, Constantin
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Description for Multicriteria Portfolio Management
hardcover. This book presents an innovative, integrated methodological approach to the construction and selection of equity portfolios. The text integrates stochastic methods for portfolio comparisons to offer a unified model for decision making in portfolio management. Series: Springer Optimization and its Applications. Num Pages: 140 pages, 41 black & white tables, biography. BIC Classification: KFFM; PBUD. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 13. Weight in Grams: 380.
The primary purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portfolios. The approach takes into account the inherent multidimensional nature of the problem, while allowing the decision makers to incorporate specified preferences in the decision processes. A fundamental principle of modern portfolio theory is that comparisons between portfolios are generally made using two criteria; the expected return and portfolio variance. According to most of the portfolio models derived from the stochastic dominance approach, the group of portfolios open to comparisons is divided into two parts: the efficient portfolios, ... Read more
The primary purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portfolios. The approach takes into account the inherent multidimensional nature of the problem, while allowing the decision makers to incorporate specified preferences in the decision processes. A fundamental principle of modern portfolio theory is that comparisons between portfolios are generally made using two criteria; the expected return and portfolio variance. According to most of the portfolio models derived from the stochastic dominance approach, the group of portfolios open to comparisons is divided into two parts: the efficient portfolios, ... Read more
Product Details
Format
Hardback
Publication date
2012
Publisher
Springer United States
Number of pages
140
Condition
New
Series
Springer Optimization and its Applications
Number of Pages
130
Place of Publication
New York, NY, United States
ISBN
9781461436690
SKU
V9781461436690
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Multicriteria Portfolio Management
From the reviews: “Multicriteria Portfolio Management is easy to read and a handy reference. It should be useful both to readers who are just curious and to those who plan to enter the field of portfolio management. … this book does a better job of covering the expanse of multicriteria portfolio management than any book published to date.” (Ralph ... Read more