Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange

DOI10.1007/s12351-008-0027-1zbMath1175.90241OpenAlexW1998968054MaRDI QIDQ839987

Panagiotis Xidonas, John Psarras, Dimitrios Askounis

Publication date: 4 September 2009

Published in: Operational Research. An International Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12351-008-0027-1

zbMATH Keywords

multiple criteria decision makingportfolio optimizationportfolio constructioncorporate evaluationoutranking relations theoryportfolio evaluationstock evaluation

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Combinatorial optimization (90C27) Portfolio theory (91G10)

Related Items (11)

Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models ⋮ An integrated approach for stock evaluation and portfolio optimization ⋮ Multiple criteria decision aiding for finance: an updated bibliographic survey ⋮ ELECTRE: A comprehensive literature review on methodologies and applications ⋮ Portfolio selection: should investors include crypto‐assets? A multiobjective approach ⋮ Improving portfolio liquidity ⋮ IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection ⋮ Equity portfolio construction and selection using multiobjective mathematical programming ⋮ Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach ⋮ Multi-criteria optimization in regression ⋮ A multiple objective stochastic portfolio selection problem with random Beta

Uses Software

• ADELAIS

Cites Work

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