Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens Stock Exchange.
Panagiotis XidonasDimitris AskounisJohn E. PsarrasPublished in: Oper. Res. (2009)
Keyphrases
- stock exchange
- portfolio selection
- stock price
- financial markets
- multiple criteria decision making
- stock market
- portfolio optimization
- transaction costs
- stock trading
- trading systems
- goal programming
- portfolio management
- multi criteria
- financial time series
- intuitionistic fuzzy
- financial data
- non stationary
- choquet integral
- multi criteria decision making
- news articles
- historical data
- exchange rate
- multiple objectives
- robust optimization