rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Multicriteria Portfolio Management
  name:
    name part: Xidonas, Panos.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Mavrotas, George.
    role:
      role term: author.
  name:
    name part: Krintas, Theodore.
    role:
      role term: author.
  name:
    name part: Psarras, John.
    role:
      role term: author.
  name:
    name part: Zopounidis, Constantin.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2012
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 130 p. online resource.
  abstract: The disastrous impact of the recent worldwide financial crisis in the global economy has shown how vulnerable international markets are. The insufficiency of our models and tools to effectively intercept the overwhelming consequences of the decline has to be the starting point for re-designing and re-engineering existing portfolio management methods and tools. Under this rationale, three strong necessities become apparent: a) The enhancement of current PM processes and ontologies, b) The improvement of the effectiveness of contemporary portfolio engineering models, and c) The augmentation of the operational transparency and compliance within the PM practice. The methods, tools, and analytics that are presented in this book directly deal with the above objectives and assist in the enhancement of current state-of-the-art by introducing innovative and integrated investment business analytics and frameworks, launching new powerful and robust decision support algorithmic tools and mechanisms, and exploiting multiple risk metrics and standardized risk management procedures, within a fertile coalition. The target audience of this book includes a diversified group of readers, such as portfolio managers, financial managers, economists, bankers, as well as operations researchers and management scientists. Moreover, this monograph can also be used as a textbook for graduate courses in portfolio theory, investment analysis and fund management.
  table of contents: 1. Introduction -- 2. Multicritera Portfolio Management -- 3. Stock Selection -- 4. Portfolio Optimization -- 5. Portfolio Performance Evaluation -- 6. Applied Portfolio Management -- 7. Conclusions. - References.
  note: by Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis.
  subject:
    topic: Mathematics
  subject:
    topic: Game theory
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Mathematical optimization
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  subject:
    topic: Optimization
  subject:
    topic: Game Theory, Economics, Social and Behav. Sciences
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Springer Optimization and Its Applications, 69
  identifier: 9781461436706
  identifier: http://dx.doi.org/10.1007/978-1-4614-3670-6
  record info:
    record creation date: 120509
    record change date: 20151030011109.0
    record identifier: 978-1-4614-3670-6