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Author
Sobotka Olena (Uniwersytet Ekonomiczny we Wrocławiu)
Title
The Use of the Reference MCDM Methods to Define the Second Stochastic Dominance Effective Portfolios
Source
Multiple Criteria Decision Making / University of Economics in Katowice, 2009, vol. 4, s. 203-214., bibliogr. 13 poz.
Keyword
Podejmowanie decyzji, Dominacja stochastyczna, Analiza wielokryterialna, Dywersyfikacja portfela
Decision making, Stochastic dominance, Multicriteria analysis, Portfolio diversification
Note
summ., Korespondencja z redakcją: numeracja wpisana za zgodą redakcji (wynika z ciągłości wydawniczej serii MCDM) - brak numeracji na stronie tytułowej
Abstract
The paper is devoted to the application of stochastic dominance rules to portfolio selection problem with diversification possibilities. The approach based on multi-criteria decision making methodology, proposed by W. Ogryczak, is considered. The paper describes the application of the reference methods to define the set of the SSD effective portfolios and to choose the portfolio according to the general model of preference under risk. (original abstract)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
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Bibliography
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ISSN
2084-1531
Language
eng
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