Multicriteria Portfolio Management

• Main Authors: Xidonas, Panos (Author), Mavrotas, George (Author), Krintas, Theodore (Author), Psarras, John (Author), Zopounidis, Constantin (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2012.
• Series: Springer Optimization and Its Applications, 69
• Subjects: Mathematics.; Game theory.; Economics, Mathematical.; Mathematical optimization.; Quantitative Finance.; Optimization.; Game Theory, Economics, Social and Behav. Sciences.

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 r...

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.