Institutional Repository
Technical University of Crete
Technical University of Crete
EN
|
EL
| URI: | http://purl.tuc.gr/dl/dias/03D418D5-828C-46F9-96C5-EA00F014B946 | ||
| Year | 1993 | ||
| Type of Item | Conference Poster | ||
| License |
|
||
| Bibliographic Citation | Ch. Hurson, C. Zopounidis ,"Return, risk measures and multicriteria decision support for portfolio selection, Proceedings," in 2nd Balkan Conference on Operational Research,1993 ,pp.,343-357. | ||
| Appears in Collections |
Risk a basic parameter of portfolio selection and its modelling involves some difficulties. Thus, more and more researchers try to find a solution to this problem proposing other measures than the classic ones used in portfolio selection. On the other hand, Multicriteria Decision Aid has known a big development in recent years and we think that among other advantages. multicriteria decision aid can give a satisfactory answer to the aforementioned problem; especially because it permits distinguishing the loss risk (risk to obtain a return below the expected return) from the gain opportunities (opportunities to obtain a return above the expected return). On this basis the aim of this paper is to propose a new methodology for portfolio selection and management.
Copyright © DIAS 2013
