Multicriteria Portfolio Management
Paperback Engels 2014 2012e druk 9781489993007Samenvatting
The primary purpose in this book is to present an integrated and innovative methodological approach for the construction and selection of equity portfolios. The approach takes into account the inherent multidimensional nature of the problem, while allowing the decision makers to incorporate specified preferences in the decision processes. A fundamental principle of modern portfolio theory is that comparisons between portfolios are generally made using two criteria; the expected return and portfolio variance. According to most of the portfolio models derived from the stochastic dominance approach, the group of portfolios open to comparisons is divided into two parts: the efficient portfolios, and the dominated. This work integrates the two approaches providing a unified model for decision making in portfolio management with multiple criteria.
Specificaties
Lezersrecensies
Inhoudsopgave
Anderen die dit kochten, kochten ook
-
Tom Berkhout€ 97,95 -
Mieke Pigeaud-Wijdeveld€ 37,50
-
Gerard van Santen€ 150,50
-
Richard Brealey€ 94,01
-
Aad van der Zalm€ 20,00
-
Edwin Kalbfleisch€ 46,60
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan