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| Author: | Hurson, C. Zopounidis, C. |
| Title: | On the use of multi-criteria decision aid methods to portfolio selection |
| Journal: | Journal of Euro-Asian Management
1995 : DEC, VOL. 1:2, p. 69-94 |
| Index terms: | MANAGEMENT PORTFOLIO SELECTION ASIA |
| Language: | eng |
| Abstract: | The paper proposes the use of different multi-criteria decision aid methods for portfolio selection. It introduces the ELECTRE TRI (Elimination Et Choix Traduisant la Realite) method and the MINORA (Multi- criteria Interactive Ordinal Regression Analysis) to sort and rank stocks and the ADELAIS, a multi-objective programming system, to constitute a stocks' portfolio based on the results obtained from using ELECTRE TRI and MINORA. Data obtained from the Athens Stock Exchange for the period 1990-1991 were used to validate the utility of the methods. |
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