Sprache: Englisch
Verlag: Springer-Verlag New York Inc., 2012
ISBN 10: 1461436699 ISBN 13: 9781461436690
Anbieter: Librairie Thé à la page, Montélimar, Frankreich
Couverture rigide. Zustand: Tres bon. Springer-Verlag New York Inc. collection , 2012. 1 volume relié(s) format In-8 très bon.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 115,42
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 153,01
Anzahl: 2 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 2012 edition. 141 pages. 9.25x6.25x0.50 inches. In Stock.
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Anbieter: Buchpark, Trebbin, Deutschland
Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | 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.¿.