Title: Equity portfolio management within the MCDM frame: a literature review

Authors: Panagiotis Xidonas, John Psarras

Addresses: Management & Decision Support Systems Laboratory, School of Electrical & Computer Engineering, National Technical University of Athens, University Campus, 15773 Athens, Greece. ' Management & Decision Support Systems Laboratory, School of Electrical & Computer Engineering, National Technical University of Athens, University Campus, 15773 Athens, Greece

Abstract: The current study provides a categorised bibliography on the application of the techniques of multiple criteria decision making (MCDM) to the problems and issues of portfolio management. A large number of studies in the field of portfolio management have been compiled and classified according to the different multicriteria methodological approaches that have been used. Except the in-depth presentation of the MCDM contributions in the area of portfolio management, the outmost aim of this paper is to stress the inarguable multiple criterion nature of the majority of the problems that modern financial management faces.

Keywords: portfolio management; multiple criteria decision making; MCDM; literature review; equity portfolios; bibliography; financial management; literature review.

DOI: 10.1504/IJBAAF.2009.022717

International Journal of Banking, Accounting and Finance, 2009 Vol.1 No.3, pp.285 - 309

Published online: 25 Jan 2009 *

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