The Proposed Methodology

Elissaios Sarmas, Panos Xidonas and Haris Doukas
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Elissaios Sarmas: National Technical University of Athens
Panos Xidonas: ESSCA École de Management
Haris Doukas: National Technical University of Athens

Chapter Chapter 5 in Multicriteria Portfolio Construction with Python, 2020, pp 45-77 from Springer

Abstract: Abstract As already mentioned, the purpose of this book is the development of an integrated methodological framework for portfolio management. The process of portfolio management is a very complex problem, as it consists of two phases which demand a series of decisions. The first phase focuses on portfolio selection, i.e. the selection of the strongest investment opportunities. The second phase includes portfolio optimization, the determination of the most efficient allocation of the available capital to the selected securities in order to maximize return.

Date: 2020
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DOI: 10.1007/978-3-030-53743-2_5

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