Portfolio Performance Evaluation

Panos Xidonas, George Mavrotas, Theodore Krintas, John Psarras and Constantin Zopounidis
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Panos Xidonas: National Technical University of Athens
George Mavrotas: National Technical University of Athens
Theodore Krintas: Attica Wealth Management
John Psarras: National Technical University of Athens
Constantin Zopounidis: Technical University of Crete

Chapter Chapter 5 in Multicriteria Portfolio Management, 2012, pp 85-104 from Springer

Abstract: Abstract The multiple criteria decision-making (MCDM) modeling framework provides a solid methodological basis to resolve the inherent multidimensional nature of the problem. It has the advantage of incorporating into the decision process,the preferences of any particular investor. Traditional theoretical approaches do not take the investor’s specialized individual goals into account sufficiently. The MCDM framework builds realistic models by assessing, in addition to the two basic criteria of return and risk, a number of other criteria.

Keywords: Institutional Investor; Portfolio Selection Problem; Concordance Index; Benchmark Portfolio; Equity Portfolio (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-1-4614-3670-6_5

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