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Using Trade-off Information in Attributes' Investing

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  • V. Jog
  • I. Kaliszewski
  • W. Michalowski

Abstract

The paper describes the use of trade-off information to create effective stock portfolio characterized by the desired values of selected stock attributes. The basic notions behind such a process of portfolio creation are discussed and related to multi attribute analysis which is done by evaluating compensations among the attributes' values. A framework to construct a portfolio using only compensatory information is presented and applied to the analysis of stocks traded on the Toronto Stock Exchange.

Suggested Citation

  • V. Jog & I. Kaliszewski & W. Michalowski, 1998. "Using Trade-off Information in Attributes' Investing," Working Papers ir98019, International Institute for Applied Systems Analysis.
    • Handle: RePEc:wop:iasawp:ir98019
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    File URL: http://www.iiasa.ac.at/Publications/Documents/IR-98-019.pdf
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    References listed on IDEAS

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