The Portfolio of Risky Investments Based on the AHP

Wojciech Zatoń ()
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Wojciech Zatoń: University of Lodz, Poland

Chapter 8 in Forecasting Financial Markets. Theory and Applications, 2005, vol. 0, pp 107-116 from University of Lodz

Abstract: Chapter 8 presents the analytic hierarchy process (AHP). It finds the AHP a useful tool in multi-criteria decision making, though subjective to a certain extent. This is an alternative to classical mean-variance portfolios where the risk and return must be clearly specified.

Keywords: Analytic Hierarchy Process (AHP); Multi-criteria decision making; Risky investments portfolio (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2005:n:00:ch:08:mon

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