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Multicriteria Portfolio Management [electronic resource] /by Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis.

by Xidonas, Panos [author.]; Mavrotas, George [author.]; Krintas, Theodore [author.]; Psarras, John [author.]; Zopounidis, Constantin [author.]; SpringerLink (Online service).

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BookSeries: Springer Optimization and Its Applications: 69Publisher: New York, NY : Springer New York, 2012.Description: XI, 130p. 13 illus., 6 illus. in color. online resource.ISBN: 9781461436706.Subject(s): Mathematics | Finance | Mathematical optimization | Mathematics | Quantitative Finance | Optimization | Game Theory, Economics, Social and Behav. SciencesDDC classification: 519 Online resources: Click here to access online

Contents:

1. Introduction -- 2. Multicritera Portfolio Management -- 3. Stock Selection -- 4. Portfolio Optimization -- 5. Portfolio Performance Evaluation -- 6. Applied Portfolio Management -- 7. Conclusions. - References.

In: Springer eBooksSummary: The disastrous impact of the recent worldwide financial crisis in the global economy has shown how vulnerable international markets are. The insufficiency of our models and tools to effectively intercept the overwhelming consequences of the decline has to be the starting point for re-designing and re-engineering existing portfolio management methods and tools. Under this rationale, three strong necessities become apparent: a) The enhancement of current PM processes and ontologies, b) The improvement of the effectiveness of contemporary portfolio engineering models, and c) The augmentation of the operational transparency and compliance within the PM practice. The methods, tools, and analytics that are presented in this book directly deal with the above objectives and assist in the enhancement of current state-of-the-art by introducing innovative and integrated investment business analytics and frameworks, launching new powerful and robust decision support algorithmic tools and mechanisms, and exploiting multiple risk metrics and standardized risk management procedures, within a fertile coalition. The target audience of this book includes a diversified group of readers, such as portfolio managers, financial managers, economists, bankers, as well as operations researchers and management scientists. Moreover, this monograph can also be used as a textbook for graduate courses in portfolio theory, investment analysis and fund management.

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The disastrous impact of the recent worldwide financial crisis in the global economy has shown how vulnerable international markets are. The insufficiency of our models and tools to effectively intercept the overwhelming consequences of the decline has to be the starting point for re-designing and re-engineering existing portfolio management methods and tools. Under this rationale, three strong necessities become apparent: a) The enhancement of current PM processes and ontologies, b) The improvement of the effectiveness of contemporary portfolio engineering models, and c) The augmentation of the operational transparency and compliance within the PM practice. The methods, tools, and analytics that are presented in this book directly deal with the above objectives and assist in the enhancement of current state-of-the-art by introducing innovative and integrated investment business analytics and frameworks, launching new powerful and robust decision support algorithmic tools and mechanisms, and exploiting multiple risk metrics and standardized risk management procedures, within a fertile coalition. The target audience of this book includes a diversified group of readers, such as portfolio managers, financial managers, economists, bankers, as well as operations researchers and management scientists. Moreover, this monograph can also be used as a textbook for graduate courses in portfolio theory, investment analysis and fund management.

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Multicriteria Portfolio Management [electronic resource] /by Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis.

by Xidonas, Panos [author.]; Mavrotas, George [author.]; Krintas, Theodore [author.]; Psarras, John [author.]; Zopounidis, Constantin [author.]; SpringerLink (Online service).