Using Trade-off Information in Attributes' Investing

Jog, V.M., Kaliszewski, I., & Michalowski, W. (1998). Using Trade-off Information in Attributes' Investing. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-98-019

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Abstract

The paper describes the use of trade-off information to create effective stock portfolio characterized by the desired values of selected stock attributes. The basic notions behind such a process of portfolio creation are discussed and related to multi attribute analysis which is done by evaluating compensations among the attributes' values. A framework to construct a portfolio using only compensatory information is presented and applied to the analysis of stocks traded on the Toronto Stock Exchange.

Item Type: Monograph (IIASA Interim Report)
Research Programs: Decision Analysis and Support (DAS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 02:10
Last Modified: 27 Aug 2021 17:16
URI: https://pure.iiasa.ac.at/5629

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