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Portfolio Performance Evaluation

In: Multicriteria Portfolio Management

Author

Listed:
  • Panos Xidonas

    (National Technical University of Athens)

  • George Mavrotas

    (National Technical University of Athens)

  • Theodore Krintas

    (Attica Wealth Management)

  • John Psarras

    (National Technical University of Athens)

  • Constantin Zopounidis

    (Technical University of Crete)

Abstract

The multiple criteria decision-making (MCDM) modeling framework provides a solid methodological basis to resolve the inherent multidimensional nature of the problem. It has the advantage of incorporating into the decision process,the preferences of any particular investor. Traditional theoretical approaches do not take the investor’s specialized individual goals into account sufficiently. The MCDM framework builds realistic models by assessing, in addition to the two basic criteria of return and risk, a number of other criteria.

Suggested Citation

  • Panos Xidonas & George Mavrotas & Theodore Krintas & John Psarras & Constantin Zopounidis, 2012. "Portfolio Performance Evaluation," Springer Optimization and Its Applications, in: Multicriteria Portfolio Management, edition 127, chapter 0, pages 85-104, Springer.
    • Handle: RePEc:spr:spochp:978-1-4614-3670-6_5
    DOI: 10.1007/978-1-4614-3670-6_5
    as

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