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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-
Γλώσσαen-
Μέγεθος15 pagesen
ΤίτλοςReturn, risk measures and multicriteria decision support for portfolio selectionen
ΔημιουργόςZopounidis Konstantinosen
ΔημιουργόςΖοπουνιδης Κωνσταντινοςel
ΔημιουργόςHurson, Christianen
ΠερίληψηRisk 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
ΤύποςΑφίσα σε Συνέδριοel
ΤύποςConference Posteren
Άδεια Χρήσηςhttp://creativecommons.org/licenses/by/4.0/en
Ημερομηνία2015-10-29-
Ημερομηνία Δημοσίευσης1993-
Θεματική ΚατηγορίαCapability, Financial (Financial literacy)en
Θεματική ΚατηγορίαFinancial capability (Financial literacy)en
Θεματική ΚατηγορίαLiteracy, Financialen
Θεματική Κατηγορίαfinancial literacyen
Θεματική Κατηγορίαcapability financial financial literacyen
Θεματική Κατηγορίαfinancial capability financial literacyen
Θεματική Κατηγορίαliteracy financialen
Βιβλιογραφική ΑναφοράCh. 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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