This paper proposes an additive measure on the basis of compromise programming to evaluate fund performance from multiple criteria, of which the most usual are profitability and risk. This proposal is motivated by the fact ...
Pla Santamaría, David(Universitat Politècnica de València, 2009-06-08)
En este trabajo se aplican modernas técnicas multicriterio para la selección de carteras, partiendo de información empírica muy amplia proveniente de la Bolsa de Madrid. En efecto, el número de títulos-valores considerados ...
In a context of Socially Responsible Investment (SRI), this paper deals with portfolio selection for investors interested in ethical policies. In the opportunity set there are ethical assets and other assets which are not ...