Logo - springer
Slogan - springer

Mathematics - Quantitative Finance | Multicriteria Portfolio Management

Multicriteria Portfolio Management

Xidonas, P., Mavrotas, G., Krintas, T., Psarras, J., Zopounidis, C.

2012, X, 130 p.

Available Formats:
eBook
Information

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.

 
$99.00

(net) price for USA

ISBN 978-1-4614-3670-6

digitally watermarked, no DRM

Included Format: PDF and EPUB

download immediately after purchase


learn more about Springer eBooks

add to marked items

Hardcover
Information

Hardcover version

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$129.00

(net) price for USA

ISBN 978-1-4614-3669-0

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days


add to marked items

Softcover
Information

Softcover (also known as softback) version.

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.

 
$129.00

(net) price for USA

ISBN 978-1-4899-9300-7

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days


add to marked items

  • Presents a strong case for a multicriteria approach to portfolio construction and selection
  • Develops an integrated and innovative methodological approach within the framework of multiple criteria decision making
  • Includes suggestions for an innovative methodological approach to traditional portfolio creation ​

The disastrous impact of the recent worldwide financial crisis in the global economy has shown how vulnerable international markets are. The insufficiency of our models and tools to effectively intercept the overwhelming consequences of the decline has to be the starting point for re-designing and re-engineering existing portfolio management methods and tools.

 

Under this rationale, three strong necessities become apparent: a) The enhancement of current PM processes and ontologies, b) The improvement of the effectiveness of contemporary portfolio engineering models, and c) The augmentation of the operational transparency and compliance within the PM practice. The methods, tools, and analytics that are presented in this book directly deal with the above objectives and assist in the enhancement of current state-of-the-art by introducing innovative and integrated investment business analytics and frameworks, launching new powerful and robust decision support algorithmic tools and mechanisms, and exploiting multiple risk metrics and standardized risk management procedures, within a fertile coalition.

 

The target audience of this book includes a diversified group of readers, such as portfolio managers, financial managers, economists, bankers, as well as operations researchers and management scientists. Moreover, this monograph can also be used as a textbook for graduate courses in portfolio theory, investment analysis and fund management.

Content Level » Research

Keywords » portfolio optimization - portfolio theory

Related subjects » Applications - Mathematics - Quantitative Finance

Table of contents 

1. Introduction.- 2. Multicritera Portfolio Management.- 3. Stock Selection.- 4. Portfolio Optimization.- 5. Portfolio Performance Evaluation.- 6. Applied Portfolio Management.- 7. Conclusions.​- References.

Popular Content within this publication 

 

Articles

Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Quantitative Finance.