Multicriteria portfolio management [electronic resource] / by Panos Xidonas [and others]
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 r...
Saved in:
| Online Access: |
Full Text (via Springer) |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York ; London :
Springer,
2012.
|
| Series: | Springer optimization and its applications ;
v. 69. |
| Subjects: |
MARC
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| 245 | 0 | 0 | |a Multicriteria portfolio management |h [electronic resource] / |c by Panos Xidonas [and others] |
| 264 | 1 | |a New York ; |a London : |b Springer, |c 2012. | |
| 300 | |a 1 online resource. | ||
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| 490 | 1 | |a Springer optimization and its applications ; |v v. 69. | |
| 505 | 0 | 0 | |6 880-01 |t Introduction -- |t Multicriteria Portfolio Management -- |t Stock Selection -- |t Portfolio Optimization -- |t Portfolio Performance Evaluation -- |t Applied Portfolio Management -- |t Conclusions. |
| 504 | |a Includes bibliographical references. | ||
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Portfolio management. |0 http://id.loc.gov/authorities/subjects/sh85105080. | |
| 650 | 0 | |a Stocks. |0 http://id.loc.gov/authorities/subjects/sh85128226. | |
| 650 | 7 | |a Portfolio management. |2 fast |0 (OCoLC)fst01072072. | |
| 650 | 7 | |a Stocks. |2 fast |0 (OCoLC)fst01133704. | |
| 700 | 1 | |a Xidonas, Panos. |0 http://id.loc.gov/authorities/names/no2012083487 |1 http://isni.org/isni/0000000371277798. | |
| 776 | 0 | 8 | |i Print version: |t Multicriteria portfolio management. |d New York ; London : Springer, 2012 |z 9781461436690 |w (OCoLC)779864580. |
| 830 | 0 | |a Springer optimization and its applications ; |v v. 69. |0 http://id.loc.gov/authorities/names/no2006059964. | |
| 856 | 4 | 0 | |u https://colorado.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-1-4614-3670-6 |z Full Text (via Springer) |
| 880 | 0 | 0 | |6 505-01/(S |g Machine generated contents note: |g 1. |t Introduction -- |g 2. |t Multicriteria Portfolio Management -- |g 2.1. |t Introduction -- |g 2.2. |t Problem Setting -- |g 2.2.1. |t Modern Portfolio Theory -- |g 2.2.2. |t Portfolio Management as a Process -- |g 2.3. |t MCDM Methodologies -- |g 2.3.1. |t Multiobjective Mathematical Programming -- |g 2.3.2. |t Goal Programming -- |g 2.3.3. |t Outranking Relations -- |g 2.3.4. |t Utility Functions-Based Approaches -- |g 2.3.5. |t Disaggregation Analysis: UTA Method -- |g 2.4. |t Review of Existing Studies -- |g 2.5. |t Conclusions -- |g 3. |t Stock Selection -- |g 3.1. |t Introduction -- |g 3.2. |t Review -- |g 3.3. |t Proposed Methodology -- |g 3.3.1. |t General Description -- |g 3.3.2. |t ELECTRE Tri Method -- |g 3.3.3. |t Reasons for Employing the ELECTRE Tri Method -- |g 3.3.4. |t Actors Involved in the Decision-Making Process -- |g 3.3.5. |t Alternatives -- |g 3.3.6. |t Criteria Modeling -- |g 3.3.7. |t Weighting Method -- |g 3.3.8. |t Definition of Categories and Determination of Thresholds -- |g 3.4. |t Application and Results -- |g 3.4.1. |t Field of Application -- |g 3.4.2. |t Results -- |g 3.4.3. |t Validation of Results -- |g 3.4.4. |t Sensitivity Analysis -- |g 3.5. |t Conclusions -- |g 4. |t Portfolio Optimization -- |g 4.1. |t Introduction -- |g 4.2. |t Methodological Framework -- |g 4.2.1. |t Proposed Approach -- |g 4.2.2. |t Generation of the Pareto Optimal Solutions with the ε-Constraint Method -- |g 4.2.3. |t Selection of the Most Preferred Among the Pareto Optimal Solutions -- |g 4.3. |t Model Building Process and Application -- |g 4.3.1. |t Field of Application -- |g 4.3.2. |t Model Building -- |g 4.4. |t Decision Support System Implementation -- |g 4.4.1. |t IPSSIS Decision Support System -- |g 4.4.2. |t Generation of Pareto Optimal Portfolios -- |g 4.4.3. |t Implementing the Interactive Filtering Process -- |g 4.5. |t Conclusions -- |g 5. |t Portfolio Performance Evaluation -- |g 5.1. |t Introduction -- |g 5.2. |t Proposed Approach -- |g 5.2.1. |t General Description -- |g 5.2.2. |t ELECTRE III Method -- |g 5.2.3. |t Actors Involved in the Decision-Making Process -- |g 5.2.4. |t Criteria Modeling -- |g 5.2.5. |t Determination of Weight -- |g 5.3. |t Application and Results -- |g 5.3.1. |t Field of Application -- |g 5.3.2. |t Results and Discussion -- |g 5.3.3. |t Sensitivity Analysis and Validation of Results -- |g 5.4. |t Conclusions -- |g 6. |t Applied Portfolio Management -- |g 6.1. |t Introduction -- |g 6.2. |t Tools Employed -- |g 6.2.1. |t Strategic Market Evaluation -- |g 6.2.2. |t Focus Group Definition -- |g 6.2.3. |t Relative Value Analysis -- |g 6.2.4. |t Technical Analysis -- |g 6.2.5. |t Behavioral Variables -- |g 6.2.6. |t Exceptional Targets -- |g 6.3. |t Evaluation of Market Conditions -- |g 6.3.1. |t Macroeconomic and Microeconomic Models -- |g 6.3.2. |t Corporate Actions -- |g 6.3.3. |t Risk Analysis and Alternative Options -- |g 6.3.4. |t Target Price Definition -- |g 6.3.5. |t Supernormal or Nonconstant Expected Growth -- |g 6.4. |t Conclusions -- |g 7. |t Conclusions. |
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