Multicriteria analysis applied to stock portfolio selection: theoretical framework.



Portfolio selection has been a serious problem for years, the primary concern of an investor is to find the most attractive stock, and determine how much to invest in each one in order to compose an optimal portfolio. This paper work presents a literature review about Multicriteria decision making « MCDM » methods applied on stock selections problems.

We will present the main methods used for stock selection and show their strengths and weakness.  We will also demonstrate why the stock selection is a multi-criteria problem and why we have to use the MCDM methods to solve it in order to obtain better results. 

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ISSN: 2489-205X

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