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Profilio 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/48CE89BD-C872-432D-9AC7-153A5AA5DEA1-
Identifierhttp://link.springer.com/article/10.1023%2FA%3A1008660309379-
Identifierhttps://doi.org/10.1023/A:1008660309379-
Languageen-
Extent16 pagesen
TitleProfilio selection using the Adelais multiobjective linear programming systemen
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
CreatorDespotis, D. Ken
CreatorI. Kamaratouen
PublisherSpringer USen
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 Item2015-11-06-
Date of Publication1998-
SubjectADELAIS en
Subjectportfolio analysisen
Subjectportfolio selectionen
Bibliographic CitationC. Zopounidis, D. K. Despotis, and I. Kamaratou, "Profilio selection using the Adelais multiobjective linear programming system", Computat. Econ., vol. 11, no. 3, pp. 189-204, Jun. 1998. doi:10.1023/A:1008660309379en

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