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Return, risk measures and multicriteria decision support for portfolio selection

Zopounidis Konstantinos, Hurson, Christian

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URIhttp://purl.tuc.gr/dl/dias/03D418D5-828C-46F9-96C5-EA00F014B946-
Languageen-
Extent15 pagesen
TitleReturn, risk measures and multicriteria decision support for portfolio selectionen
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
CreatorHurson, Christianen
Content SummaryRisk a basic parameter of portfolio selection and its modelling involves some difficulties. Thus, more and more researchers try to find a solution to this problem proposing other measures than the classic ones used in portfolio selection. On the other hand, Multicriteria Decision Aid has known a big development in recent years and we think that among other advantages. multicriteria decision aid can give a satisfactory answer to the aforementioned problem; especially because it permits distinguishing the loss risk (risk to obtain a return below the expected return) from the gain opportunities (opportunities to obtain a return above the expected return). On this basis the aim of this paper is to propose a new methodology for portfolio selection and management.en
Type of ItemΑφίσα σε Συνέδριοel
Type of ItemConference Posteren
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-29-
Date of Publication1993-
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 CitationCh. Hurson, C. Zopounidis ,"Return, risk measures and multicriteria decision support for portfolio selection, Proceedings," in 2nd Balkan Conference on Operational Research,1993 ,pp.,343-357.en

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