Multicriteria Portfolio Management

Nonfiction, Science & Nature, Mathematics, Game Theory, Applied, Business & Finance
Cover of the book Multicriteria Portfolio Management by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas, Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas ISBN: 9781461436706
Publisher: Springer New York Publication: May 9, 2012
Imprint: Springer Language: English
Author: George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
ISBN: 9781461436706
Publisher: Springer New York
Publication: May 9, 2012
Imprint: Springer
Language: English

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, and the dominated. This work integrates the two approaches providing a unified model for decision making in portfolio management with multiple criteria.​

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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, and the dominated. This work integrates the two approaches providing a unified model for decision making in portfolio management with multiple criteria.​

More books from Springer New York

Cover of the book Role of Proteases in Cellular Dysfunction by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Folding of Disulfide Proteins by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Communimetrics by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Graphical Methods for the Design of Experiments by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book The Changing Environment by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Current Feedback Operational Amplifiers and Their Applications by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Simulation and Learning by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Physiology of Prenatal Exercise and Fetal Development by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Drug Delivery to the Brain by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Optical Interconnects for Future Data Center Networks by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book The Nursing Informatics Implementation Guide by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Pelvic Inflammatory Disease by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Clinical Guide to Mental Disability Evaluations by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Statistics for Business and Financial Economics by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
Cover of the book Classical Conditioning and Operant Conditioning by George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis, Panos Xidonas
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy