Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
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Publication:839987
DOI10.1007/s12351-008-0027-1zbMath1175.90241MaRDI QIDQ839987
Panagiotis Xidonas, John Psarras, Dimitrios Askounis
Publication date: 4 September 2009
Published in: Operational Research. An International Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12351-008-0027-1
multiple criteria decision making; portfolio optimization; portfolio construction; corporate evaluation; outranking relations theory; portfolio evaluation; stock evaluation
90B50: Management decision making, including multiple objectives
90C27: Combinatorial optimization
91G10: Portfolio theory
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