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Portfolio Selection and Multicriteria Analysis

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Encyclopedia of Optimization

Article Outline

Keywords

MCDM and Portfolio Selection

  Portfolio Selection: A Multicriteria Problem

  Review of Existing Study

Methodological Framework

  Basic Components

  Portfolio Data and Criteria

  Multicriteria Analysis for the Selection of Attractive Stocks

  MINORA System

  The ELECTRE TRI Outranking MCDM Method

  Multicriteria Analysis for the Determination of Attractive Stocks' Proportions in a Portfolio: The ADELAIS System

  Ranking of Stocks Using the MINORA System

  Sorting of Stocks Using the ELECTRE TRI Method

  Determination of the Attractive Stocks' Proportions in a Portfolio Using the ADELAIS System

Concluding Remarks

See also

References

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Author information

Authors and Affiliations

  1. Department Production Engineering and Management, Financial Engineering Lab., Techn. University Crete University Campus, Chania, Greece

    Constantin Zopounidis

  2. IUT de Rouen Technique de Commercialisation, University Rouen, CREGO, Mont Saint Aignan, France

    Christian Hurson

Authors
  1. Constantin Zopounidis
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  2. Christian Hurson
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Editor information

Editors and Affiliations

  1. Department of Chemical Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Christodoulos A. Floudas

  2. Center for Applied Optimization, Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611-6595, USA

    Panos M. Pardalos

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© 2008 Springer-Verlag

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Zopounidis, C., Hurson, C. (2008). Portfolio Selection and Multicriteria Analysis . In: Floudas, C., Pardalos, P. (eds) Encyclopedia of Optimization. Springer, Boston, MA. https://doi.org/10.1007/978-0-387-74759-0_514

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