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Other titles in the Springer Optimization and Its Applications series:
Springer Optimization and Its Applications #69: Multicriteria Portfolio Management
Synopses & Reviews
The disastrous impact of the recent worldwide financial crisis in the global economy has shown how vulnerable international markets are. The insufficiency of our models and tools to effectively intercept the overwhelming consequences of the decline has to be the starting point for re-designing and re-engineering existing portfolio management methods and tools. Under this rationale, three strong necessities become apparent: a) The enhancement of current PM processes and ontologies, b) The improvement of the effectiveness of contemporary portfolio engineering models, and c) The augmentation of the operational transparency and compliance within the PM practice. The methods, tools, and analytics that are presented in this book directly deal with the above objectives and assist in the enhancement of current state-of-the-art by introducing innovative and integrated investment business analytics and frameworks, launching new powerful and robust decision support algorithmic tools and mechanisms, and exploiting multiple risk metrics and standardized risk management procedures, within a fertile coalition. The target audience of this book includes a diversified group of readers, such as portfolio managers, financial managers, economists, bankers, as well as operations researchers and management scientists. Moreover, this monograph can also be used as a textbook for graduate courses in portfolio theory, investment analysis and fund management.
This book presents an innovative, integrated methodological approach to the construction and selection of equity portfolios. The text integrates stochastic methods for portfolio comparisons to offer a unified model for decision making in portfolio management.
Table of Contents
1. Introduction.- 2. Multicritera Portfolio Management.- 3. Stock Selection.- 4. Portfolio Optimization.- 5. Portfolio Performance Evaluation.- 6. Applied Portfolio Management.- 7. Conclusions.- References.
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