Portfolio selection using the multiple attribute decision making model
Mary S. Daugherty, Thadavillil Jithendranathan, David O. Vang
| Year of publication: |
2021
|
|---|---|
| Authors: | Daugherty, Mary Schmid ; Jithendranathan, Thadavillil ; Vang, David O. |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 18.2021, 2, p. 155-165
|
| Subject: | portfolio selection | MADM models | naïve diversification | tail risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Risikomaß | Risk measure | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21511/imfi.18(2).2021.13 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012698185