Abstract
“Yes, that’s gold, but I’m too big to go running around like that after atoms.” “No problem, we’ll give you a suitable machine!” coaxed Trurl.
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Notes
- 1.
Electronic supplementary material The online version of this chapter (doi: 10.1007/978-3-319-32756-3_10) contains supplementary material, which is available to authorized users.
- 2.
Harry Max Markowitz, the American economist, the Nobel Price laureate in 1990. The model is normative, i.e., it provides recommendations how the DM should compose his/her portfolio. However, since it ignores actual stock prices, it does not explain the DM’s actual investment behavior.
- 3.
Coefficients β i, j and e j are derived by statistical analysis of stock return time series.
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Kaliszewski, I., Miroforidis, J., Podkopaev, D. (2016). Decision Problem: Selection of a Stock Portfolio. In: Multiple Criteria Decision Making by Multiobjective Optimization. International Series in Operations Research & Management Science, vol 242. Springer, Cham. https://doi.org/10.1007/978-3-319-32756-3_10
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