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| Tekijä: | Yu, G. |
| Otsikko: | A multiple criteria approach to choosing an efficient stock portfolio at the Helsinki Stock Exchange |
| Lehti: | Journal of Euro-Asian Management
1997 : DEC, VOL. 3:2, p. 53-85 |
| Asiasana: | MANAGEMENT STOCK EXCHANGES FINLAND |
| Kieli: | eng |
| Tiivistelmä: | The paper proposes a methodological approach fro solving a type of multiple criteria portfolio selection problem. The approach is based on the idea to combine two techniques: the use of pairwise comparisons of Analytical Hierarchy Process (AHP) and Quadratic Pareto Race. The pairwise comparisons is used to derive the ratio scale priorities for sorting the attractive securities. The visual interactive multiple objective quadratic-linear programming procedure is used to search and determine the most preferred portfolio. |
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