Add to ORKGPortfolio selection has been a serious problem for years, the primary concern of an investor is to find the most attractive stock, and determine how much to invest in each one in order to compose an optimal portfolio. This paper work presents a literature review about Multicriteria decision making « MCDM » methods applied on stock selections problems.We will present the main methods used for stock selection and show their strengths and weakness. We will also demonstrate why the stock selection is a multi-criteria problem and why we have to use the MCDM methods to solve it in order to obtain better results.
One of the key role of a portfolio manager is to identify a suitable asset allocation strategy. The ...
AbstractPortfolio analysis is one of the major areas of research in the financial sector, where the ...
In this paper we select an optimal portfolio on the Croatian capital market by using the multicriter...
Multiple criteria decision making (MCDM) is a growing field that helps tackle complexproblems under ...
According to the conventional theory, portfolio management models are exclusively based on the twain...
Summarization: This paper presents a real application of a multicriteria decision aid (MCDA) approac...
The key role of a portfolio manager is to establish a suitable strategy of asset allocation. The com...
In the past, investors used their own or others’ experiences to achieve their goals. With the develo...
The purpose of this paper is to apply multi-criteria decision aid to build an attractive stock portf...
Summarization: This paper proposes the use of different multicriteria decision aid methods for manag...
The problem of selecting the right stocks to invest in is of immense interest for investors on both ...
We proposed a portfolio composition method within a multicriteria framework. The procedure is based ...
Summarization: In 1952, Markowitz published his famous paper on portfolio selection that transformed...
The paper presents a new model to support the selection of a portfolio of stocks based on the result...
Firm's performance and potential return on investments in its stocks are determined by many factors....
One of the key role of a portfolio manager is to identify a suitable asset allocation strategy. The ...
AbstractPortfolio analysis is one of the major areas of research in the financial sector, where the ...
In this paper we select an optimal portfolio on the Croatian capital market by using the multicriter...
Multiple criteria decision making (MCDM) is a growing field that helps tackle complexproblems under ...
According to the conventional theory, portfolio management models are exclusively based on the twain...
Summarization: This paper presents a real application of a multicriteria decision aid (MCDA) approac...
The key role of a portfolio manager is to establish a suitable strategy of asset allocation. The com...
In the past, investors used their own or others’ experiences to achieve their goals. With the develo...
The purpose of this paper is to apply multi-criteria decision aid to build an attractive stock portf...
Summarization: This paper proposes the use of different multicriteria decision aid methods for manag...
The problem of selecting the right stocks to invest in is of immense interest for investors on both ...
We proposed a portfolio composition method within a multicriteria framework. The procedure is based ...
Summarization: In 1952, Markowitz published his famous paper on portfolio selection that transformed...
The paper presents a new model to support the selection of a portfolio of stocks based on the result...
Firm's performance and potential return on investments in its stocks are determined by many factors....
One of the key role of a portfolio manager is to identify a suitable asset allocation strategy. The ...
AbstractPortfolio analysis is one of the major areas of research in the financial sector, where the ...
In this paper we select an optimal portfolio on the Croatian capital market by using the multicriter...