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Hardcover Multicriteria Portfolio Management Book

ISBN: 1461436699

ISBN13: 9781461436690

Multicriteria Portfolio Management

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Format: Hardcover

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Book Overview

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...

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