Isbn: 9781461436690 - multicriteria portfolio management: 69 (18 risultati)

Couverture rigide. Condizione: Tres bon. Springer-Verlag New York Inc. collection , 2012. 1 volume relié(s) format In-8 très bon.

Condizione: New.

Condizione: New.

Condizione: New. In English.

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Condizione: New. pp. 142.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

Hardcover. Condizione: Brand New. 2012 edition. 141 pages. 9.25x6.25x0.50 inches. In Stock.

Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 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.¿.…

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Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

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Condizione: new. Questo è un articolo print on demand.

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 140 pp. Englisch.…

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents a strong case for a multicriteria approach to portfolio construction and selectionDevelops an integrated and innovative methodological approach within the framework of multiple criteria decision makingIncludes suggestions for an in.…

Condizione: New. Print on Demand pp. 142 13 Illus. (6 Col.).

Condizione: New. PRINT ON DEMAND pp. 142.

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.¿Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 140 pp. Englisch.…