| 書目名稱 | Multicriteria Portfolio Management |
| 編輯 | Panos Xidonas,George Mavrotas,Constantin Zopounidi |
| 視頻video | http://file.papertrans.cn/641/640251/640251.mp4 |
| 概述 | Presents a strong case for a multicriteria approach to portfolio construction and selection.Develops an integrated and innovative methodological approach within the framework of multiple criteria deci |
| 叢書名稱 | Springer Optimization and Its Applications |
| 圖書封面 |  |
| 描述 | 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.? |
| 出版日期 | Book 2012 |
| 關(guān)鍵詞 | portfolio optimization; portfolio theory; quantitative finance |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4614-3670-6 |
| isbn_softcover | 978-1-4899-9300-7 |
| isbn_ebook | 978-1-4614-3670-6Series ISSN 1931-6828 Series E-ISSN 1931-6836 |
| issn_series | 1931-6828 |
| copyright | Springer Science+Business Media New York 2012 |
|Archiver|手機(jī)版|小黑屋|
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