English, Article, Journal or magazine article edition: Using Trade-off Information in Attributes' Investing. V. Jog; I. Kaliszewski; W. Michalowski

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Bookmark: http://trove.nla.gov.au/version/138516
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Using Trade-off Information in Attributes' Investing.
Author
  • V. Jog
  • I. Kaliszewski
  • W. Michalowski
Physical Description
  • preprint
Notes
  • The paper describes the use of trade-off information to create effective stock portfolio characterized by the desired values of selected stock attributes. The basic notions behind such a process of portfolio creation are discussed and related to multi attribute analysis which is done 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 stocks traded on the Toronto Stock Exchange.
  • RePEc:wop:iasawp:ir98019
Language
  • English
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