Portfolio Performance Evaluation

  • Panos Xidonas
  • George Mavrotas
  • Theodore Krintas
  • John Psarras
  • Constantin Zopounidis
Part of the Springer Optimization and Its Applications book series (SOIA, volume 69)


The multiple criteria decision-making (MCDM) modeling framework provides a solid methodological basis to resolve the inherent multidimensional nature of the problem. It has the advantage of incorporating into the decision process,the preferences of any particular investor. Traditional theoretical approaches do not take the investor’s specialized individual goals into account sufficiently. The MCDM framework builds realistic models by assessing, in addition to the two basic criteria of return and risk, a number of other criteria.


Institutional Investor Portfolio Selection Problem Concordance Index Benchmark Portfolio Equity Portfolio 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  • Panos Xidonas
    • 1
  • George Mavrotas
    • 2
  • Theodore Krintas
    • 3
  • John Psarras
    • 1
  • Constantin Zopounidis
    • 4
  1. 1.School of Electrical & Computer EngineeringNational Technical University of AthensAthensGreece
  2. 2.School of Chemical EngineeringNational Technical University of AthensAthensGreece
  3. 3.Attica Wealth ManagementAthensGreece
  4. 4.Department of Production Engineering & ManagementTechnical University of CreteChaniaGreece

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