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Portfolio selection using the ADELAIS multiobjective linear programming system

Zopounidis Konstantinos, Despotis, D. K, I. Kamaratou

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URIhttp://purl.tuc.gr/dl/dias/84547AAD-C242-4BAD-8E43-9289C39FB7D7-
Identifierhttps://doi.org/10.1023/A:1008660309379-
Languageen-
Extent15 pagesen
TitlePortfolio selection using the ADELAIS multiobjective linear programming systemen
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
CreatorDespotis, D. Ken
CreatorI. Kamaratouen
PublisherKluweren
Content SummaryThe ADELAIS (Aide à la DEcision pour systèmes Linéaires multicritères par AIde à la Structuration des préférences), multiobjective linear programming system is proposed as a decision tool for the selection of stock portfolios. A portfolio selection model is developed and applied to a set of fifty two stocks from the Athens Stock Exchange for the two years period of 1989–1990. On the basis of this model, ADELAIS is used to design and evaluate alternative portfolios by considering a set of well known criteria such as return, price earnings ratio, volume of transactions and dividend yield. A final portfolio of maximal utility is obtained as an outcome of an interactive process of individual inter-alternative preference modelling.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-27-
Date of Publication1998-
SubjectCapability, Financial (Financial literacy)en
SubjectFinancial capability (Financial literacy)en
SubjectLiteracy, Financialen
Subjectfinancial literacyen
Subjectcapability financial financial literacyen
Subjectfinancial capability financial literacyen
Subjectliteracy financialen
Bibliographic CitationC. Zopounidis, D.K. Despotis ,I. Kamaratou ," Portfolio selection using the ADELAIS multiobjective linear programming system, "Comput. Economics, vol. 11, no 3., pp.189-204.1998.doi:10.1023/A:1008660309379en

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