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Multicriteria Portfolio Management


€ 101,49
 
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Mai 2012

Beschreibung

Beschreibung

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.¿

Inhaltsverzeichnis


1. Introduction.-
2. Multicritera Portfolio Management.-
3. Stock Selection.-
4. Portfolio Optimization.-
5. Portfolio Performance Evaluation.-
6. Applied Portfolio Management.-
7. Conclusions.¿- References.

Innenansichten

Pressestimmen

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 E. Steuer, Interfaces, Vol. 44 (2), March-April, 2014)




EAN: 9781461436706
Untertitel: 2012. Auflage. 41 schwarz-weiße Tabellen, Bibliographie. eBook. Sprache: Englisch. Dateigröße in MByte: 2.
Verlag: Springer New York
Erscheinungsdatum: Mai 2012
Seitenanzahl: x130
Format: pdf eBook
Kopierschutz: Adobe DRM
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