메뉴 건너뛰기




Volumn 47, Issue 1, 2009, Pages 1-4

Multi-attribute portfolio selection: New perspectives

Author keywords

Financial decision maker's preferences; Multi criteria decision aid; Portfolio selection

Indexed keywords

FINANCIAL DECISIONS; INTERNATIONAL WORKSHOPS; MULTI-ATTRIBUTE UTILITY; MULTI-ATTRIBUTES; MULTICRITERIA DECISION; MULTIOBJECTIVE PROGRAMMING; OPTIMIZATION MODELS; PORTFOLIO SELECTION; PORTFOLIO SELECTION PROBLEMS; STOCHASTIC DOMINANCE;

EID: 73649147405     PISSN: 03155986     EISSN: None     Source Type: Journal    
DOI: 10.3138/infor.47.1.1     Document Type: Article
Times cited : (21)

References (8)
  • 4
    • 73649138840 scopus 로고
    • Investment performance in an imperfect securities market and the case for mutual funds
    • Levy, H. and Sarnat, S. (1972), "Investment performance in an imperfect securities market and the case for mutual funds", Financial Analysts Journal, 28(2): 77-81.
    • (1972) Financial Analysts Journal , vol.28 , Issue.2 , pp. 77-81
    • Levy, H.1    Sarnat, S.2
  • 6
    • 10044230571 scopus 로고    scopus 로고
    • On the construction of mutual fund portfolios: A multicriteria methodology and an application to the greek market of equity mutual funds
    • Pendaraki, K., Zopounidis, C., and Doumpos, M. (2005), "On the construction of mutual fund portfolios: a multicriteria methodology and an application to the greek market of equity mutual funds", European Journal of Operational Research, 163: 462-481.
    • (2005) European Journal of Operational Research , vol.163 , pp. 462-481
    • Pendaraki, K.1    Zopounidis, C.2    Doumpos, M.3
  • 7
    • 84979045308 scopus 로고    scopus 로고
    • Multi-criteria decision aid in financial decision making: Methodologies and literature review
    • Zopounidis, C. and Doumpos, M. (2002), "Multi-criteria decision aid in financial decision making: methodologies and literature review", Journal of Multicriteria Decision Analysis, 11(4-5): 167-186.
    • (2002) Journal of Multicriteria Decision Analysis , vol.11 , Issue.4-5 , pp. 167-186
    • Zopounidis, C.1    Doumpos, M.2
  • 8
    • 0033445985 scopus 로고    scopus 로고
    • Stock evaluation using a preference disaggregation methodology
    • Zopounidis, C., Doumpos, M., and Zanakis, S. (1999), "Stock evaluation using a preference disaggregation methodology", Decision Sciences, 30(2): 313-336.
    • (1999) Decision Sciences , vol.30 , Issue.2 , pp. 313-336
    • Zopounidis, C.1    Doumpos, M.2    Zanakis, S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.