Using attribute trade-off information in investment

Using attribute trade-off information in investment

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Article ID: iaor20012457
Country: United Kingdom
Volume: 8
Issue: 4
Start Page Number: 189
End Page Number: 199
Publication Date: Jul 1999
Journal: Journal of Multi-Criteria Decision Analysis
Authors: , ,
Keywords: investment
Abstract:

The paper describes use of trade-off information to create effective stock portfolio characterized by desired values of selected stock attributes. Basic notions behind such portfolio creation processes are discussed and related to the multiattribute analysis performed by evaluating compensations among the attributes' values. A framework to construct a portfolio using only compensatory information is presented and applied to the analysis of the stocks traded on the Toronto Stock Exchange.

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