Multi-Attribute Portfolio Selection: New Perspectives

• DOI: 10.3138/infor.47.1.1
• Publication Date: 2009-12-16T23:07:56Z
• Authors: Belaïd Aouni
• Keywords: Stochastic dominance; Post-modern portfolio theory; Decision maker

AbstractAbstractThe Multi-Attribute portfolio selection problem involves the choice of a set stocks (assets, securities) based on incommensurable and conflicting objectives such as return, risk liquidity. These cannot be optimized simultaneously. Thus, Financial Decision Maker has to make some compromises between in order obtain most satisfactory with specified amount money invest. Various approaches have been proposed for as: stochastic dominance models, multi-attribute utility multi-objective programming discriminant analysis, heuristic methods, neural networks, optimization models multi-criteria decision aid methods. The aim this editorial note is provide summary contributions made by papers presented during second International Workshop Portfolio Selection that took place Montreal (Canada) 2007.Keywords: selectionfinancial maker's preferencesmulti-criteria