Multicriteria Portfolio Management - Couverture rigide

Xidonas, Panos; Mavrotas, George; Krintas, Theodore; Psarras, John; Zopounidis, Constantin

Couverture rigide

ISBN 10 : 1461436699 ISBN 13 : 9781461436690

Editeur : Springer-Verlag New York Inc., 2012

Synopsis

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.​

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2012
• Langue: anglais
• ISBN 10: 1461436699
• ISBN 13: 9781461436690
• Reliure: Relié
• Nombre de pages: 140
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne