Equity portfolio management within the MCDM frame: a literature review
AbstractThe current study provides a categorised bibliography on the application of the techniques of multiple criteria decision making (MCDM) to the problems and issues of portfolio management. A large number of studies in the field of portfolio management have been compiled and classified according to the different multicriteria methodological approaches that have been used. Except the in-depth presentation of the MCDM contributions in the area of portfolio management, the outmost aim of this paper is to stress the inarguable multiple criterion nature of the majority of the problems that modern financial management faces.
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Bibliographic InfoArticle provided by Inderscience Enterprises Ltd in its journal Int. J. of Banking, Accounting and Finance.
Volume (Year): 1 (2009)
Issue (Month): 3 ()
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Web page: http://www.inderscience.com/browse/index.php?journalID=277
portfolio management; multiple criteria decision making; MCDM; literature review; equity portfolios; bibliography; financial management; literature review.;
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- Panagiotis Xidonas & George Mavrotas & John Psarras, 2010. "Equity portfolio construction and selection using multiobjective mathematical programming," Journal of Global Optimization, Springer, Springer, vol. 47(2), pages 185-209, June.
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