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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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