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The primary purpose in this book is to present an integrated and
innovative methodological approach for the construction and
selection of equity portfolios. The approach takes into account the
inherent multidimensional nature of the problem, while allowing the
decision makers to incorporate specified preferences in the
decision processes. A fundamental principle of modern portfolio
theory is that comparisons between portfolios are generally made
using two criteria; the expected return and portfolio variance.
According to most of the portfolio models derived from the
stochastic dominance approach, the group of portfolios open to
comparisons is divided into two parts: the efficient portfolios,
and the dominated. This work integrates the two approaches
providing a unified model for decision making in portfolio
management with multiple criteria.
The primary purpose in this book is to present an integrated and
innovative methodological approach for the construction and
selection of equity portfolios. The approach takes into account the
inherent multidimensional nature of the problem, while allowing the
decision makers to incorporate specified preferences in the
decision processes. A fundamental principle of modern portfolio
theory is that comparisons between portfolios are generally made
using two criteria; the expected return and portfolio variance.
According to most of the portfolio models derived from the
stochastic dominance approach, the group of portfolios open to
comparisons is divided into two parts: the efficient portfolios,
and the dominated. This work integrates the two approaches
providing a unified model for decision making in portfolio
management with multiple criteria.
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