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Return, risk measures and multicriteria decision support for portfolio selection

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Technical University of Crete   

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Return, risk measures and multicriteria decision support for portfolio selection (EN)
Ζοπουνιδης Κωνσταντινος (EL)
Hurson, Christian (EN)
Zopounidis Konstantinos (EN)
conferenceItem
poster
1993
Risk 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)
Capability, Financial (Financial literacy),Financial capability (Financial literacy),Literacy, Financial,financial literacy,capability financial financial literacy,financial capability financial literacy,literacy financial (EN)
2nd Balkan Conference on Operational Research (EL)
English
Πολυτεχνείο Κρήτης (EL)
Technical University of Crete (EN)
Technical University of Crete
Institutional Repository Technical University of Crete
School of Electrical and Computer Engineering - Journal Publications



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