Multicriteria Portfolio Management

1. Front Matter

   Pages i-ix

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2. Introduction

   • Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

   Pages 1-4

3. Multicriteria Portfolio Management

   • Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

   Pages 5-21

4. Stock Selection

   • Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

   Pages 23-55

5. Portfolio Optimization

   • Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

   Pages 57-83

6. Portfolio Performance Evaluation

   • Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

   Pages 85-104

7. Applied Portfolio Management

   • Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

   Pages 105-116

8. Conclusions

   • Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras, Constantin Zopounidis

   Pages 117-118

9. Back Matter

   Pages 119-130

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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.​

• portfolio optimization
• portfolio theory
• quantitative finance

From the reviews:

“Multicriteria Portfolio Management is easy to read and a handy reference. It should be useful both to readers who are just curious and to those who plan to enter the field of portfolio management. … this book does a better job of covering the expanse of multicriteria portfolio management than any book published to date.” (Ralph E. Steuer, Interfaces, Vol. 44 (2), March-April, 2014)

• , School of Elec. & Computer Engineering, National Technical University of Athens, Athens, Greece

  Panos Xidonas

• , School of Chemical Engineering, National Technical University of Athens, Athens, Greece

  George Mavrotas

• Attica Wealth Management, Athens, Greece

  Theodore Krintas

• , School of Electrical & Computer Engineer, National Technical University of Athens, Athens, Greece

  John Psarras

• , Department of Production Engineering and, Technical University of Crete, Chania, Greece

  Constantin Zopounidis

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