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On the use of multicriteria decision aid methods to portfolio selection

Zopounidis Konstantinos, Hurson, Christian

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URIhttp://purl.tuc.gr/dl/dias/CD0AEE08-3EF2-4E36-95CB-934DBC49F526-
Identifierhttps://doi.org/10.1007/978-3-642-60667-0_47-
Languageen-
Extent26 pagesen
TitleOn the use of multicriteria decision aid methods to portfolio selectionen
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
CreatorHurson, Christianen
Content SummaryThis paper proposes the use of different multicriteria decision aid methods for management of stocks’ portfolios. The ELECTRE TRI (ELimination Et Choix Traduisant la REalit6) method and the MINORA (Multicriteria INteractive Ordinal Regression Analysis) system are used to sort and rank respectively a sample of stocks. Then, the ADELAIS (Aide k la DEcision pour systemes Lineaires multicriteres par Aide a la Structuration des preferences) multiobjective programming system is employed for the constitution of a stocks’ portfolio according to the results obtained by ELECTRE TRI and MINORA. The data used were obtained from the Athens Stock Exchange for the period 1990-91. en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-26-
Date of Publication1995-
SubjectCapability, Financial (Financial literacy)en
SubjectFinancial capability (Financial literacy)en
SubjectLiteracy, Financialen
Subjectfinancial literacyen
Subjectcapability financial financial literacyen
Subjectfinancial capability financial literacyen
Subjectliteracy financialen
Bibliographic CitationCh. Hurson, C. Zopounidis ," On the use of multicriteria decision aid methods to portfolio selection," The J. of Euro-Asian Manag., vol. 1, no. 2, pp. 69-94,1997.doi:10.1007/978-3-642-60667-0_47en

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