Abstract
This paper proposes a decision aiding procedure for security selection. The presented procedure uses a multicriteria discrete analysis method based on the idea of reference solution. Application of the decision aiding procedure is demonstrated through the numerical example based on real world data from the Warsaw Stock Exchange.
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© 1997 Springer-Verlag Berlin Heidelberg
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Dominiak, C. (1997). Portfolio Selection Using the Idea of Reference Solution. In: Fandel, G., Gal, T. (eds) Multiple Criteria Decision Making. Lecture Notes in Economics and Mathematical Systems, vol 448. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-59132-7_64
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DOI: https://doi.org/10.1007/978-3-642-59132-7_64
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-62097-6
Online ISBN: 978-3-642-59132-7
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