000 03532nam a22005295i 4500
001 978-1-4614-3670-6
003 DE-He213
005 20140220083248.0
007 cr nn 008mamaa
008 120509s2012 xxu| s |||| 0|eng d
020 _a9781461436706
_9978-1-4614-3670-6
024 7 _a10.1007/978-1-4614-3670-6
_2doi
050 4 _aHB135-147
072 7 _aKF
_2bicssc
072 7 _aMAT003000
_2bisacsh
072 7 _aBUS027000
_2bisacsh
082 0 4 _a519
_223
100 1 _aXidonas, Panos.
_eauthor.
245 1 0 _aMulticriteria Portfolio Management
_h[electronic resource] /
_cby Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis.
264 1 _aNew York, NY :
_bSpringer New York,
_c2012.
300 _aXI, 130p. 13 illus., 6 illus. in color.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Optimization and Its Applications,
_x1931-6828 ;
_v69
505 0 _a1. Introduction -- 2. Multicritera Portfolio Management -- 3. Stock Selection -- 4. Portfolio Optimization -- 5. Portfolio Performance Evaluation -- 6. Applied Portfolio Management -- 7. Conclusions. - References.
520 _aThe 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.
650 0 _aMathematics.
650 0 _aFinance.
650 0 _aMathematical optimization.
650 1 4 _aMathematics.
650 2 4 _aQuantitative Finance.
650 2 4 _aOptimization.
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
700 1 _aMavrotas, George.
_eauthor.
700 1 _aKrintas, Theodore.
_eauthor.
700 1 _aPsarras, John.
_eauthor.
700 1 _aZopounidis, Constantin.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781461436690
830 0 _aSpringer Optimization and Its Applications,
_x1931-6828 ;
_v69
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4614-3670-6
912 _aZDB-2-SMA
999 _c101421
_d101421