Author: Christian HursonPublisher:
ISBN: 9782717834222
Category :
Languages : fr
Pages : 108
Book Description
Gestion de portefeuilles et analyse multicritère
Author: Christian HursonPublisher:
ISBN: 9782717834222
Category :
Languages : fr
Pages : 108
Book Description
Gestion de portefeuille et analyse multicritère
Author: Christian HursonPublisher: FeniXX
ISBN: 2402034114
Category : Business & Economics
Languages : fr
Pages : 118
Book Description
Analyse de la capacité bénéficiaire de la firme émettrice et évaluation du rendement et du risque sont deux aspects de la gestion de portefeuilles. Dès lors, le problème est de nature multicritère et l’aide multicritère à la décision fournit un cadre méthodologique approprié. De plus, ce type de procédure présente l’avantage de tenir compte des préférences et contraintes spécifiques d’un investisseur. L’objet de cet ouvrage est de proposer une méthodologie d’aide multicritère à la gestion de portefeuilles, il fait également l’analyse des approches classiques et présente les concepts de base de l’aide multicritère à la décision. Cet ouvrage s’adresse à un large public : professionnels de la gestion de portefeuilles, chercheurs, étudiants et enseignants en gestion ou sciences économiques.
Gestion de portefeuille des titres non cotés par analyse multicritère et constructive
Author: Kokouvi AgbemebiaPublisher:
ISBN:
Category :
Languages : fr
Pages :
Book Description
L'investissement dans les titres des sociétés non cotées soulève la question de l'inapplicabilité des modèles financiers traditionnels à l'évaluation et à la constitution de portefeuille des titres non cotés. Le problème provient d'une part de l'absence de prix et des normes de marché, et d'autre part de l'inefficience des marchés des titres non cotés. Compte tenu des spécificités des sociétés non cotées et du comportement des investisseurs s'intéressant aux titres de ces sociétés, une approche multicritère et constructive semble adaptée à l'évaluation et à la sélection de ces titres spécifiques. L'objet de cette thèse est d'étudier les conditions d'adaptation de cette nouvelle approche à la gestion de portefeuille des titres non cotés. Des analyses théoriques et empiriques ont permis de mettre en évidence : -un degré de cohérence de l'approche multicritère relativement important aves les rélités observées dans l'univers du non coté -un grand pouvoir opérationnel.
Multicriteria Portfolio Construction with Python
Author: Elissaios SarmasPublisher: Springer Nature
ISBN: 3030537439
Category : Business & Economics
Languages : en
Pages : 176
Book Description
This book covers topics in portfolio management and multicriteria decision analysis (MCDA), presenting a transparent and unified methodology for the portfolio construction process. The most important feature of the book includes the proposed methodological framework that integrates two individual subsystems, the portfolio selection subsystem and the portfolio optimization subsystem. An additional highlight of the book includes the detailed, step-by-step implementation of the proposed multicriteria algorithms in Python. The implementation is presented in detail; each step is elaborately described, from the input of the data to the extraction of the results. Algorithms are organized into small cells of code, accompanied by targeted remarks and comments, in order to help the reader to fully understand their mechanics. Readers are provided with a link to access the source code through GitHub. This Work may also be considered as a reference which presents the state-of-art research on portfolio construction with multiple and complex investment objectives and constraints. The book consists of eight chapters. A brief introduction is provided in Chapter 1. The fundamental issues of modern portfolio theory are discussed in Chapter 2. In Chapter 3, the various multicriteria decision aid methods, either discrete or continuous, are concisely described. In Chapter 4, a comprehensive review of the published literature in the field of multicriteria portfolio management is considered. In Chapter 5, an integrated and original multicriteria portfolio construction methodology is developed. Chapter 6 presents the web-based information system, in which the suggested methodological framework has been implemented. In Chapter 7, the experimental application of the proposed methodology is discussed and in Chapter 8, the authors provide overall conclusions. The readership of the book aims to be a diverse group, including fund managers, risk managers, investment advisors, bankers, private investors, analytics scientists, operations researchers scientists, and computer engineers, to name just several. Portions of the book may be used as instructional for either advanced undergraduate or post-graduate courses in investment analysis, portfolio engineering, decision science, computer science, or financial engineering.
Multicriteria Decision Aid Classification Methods
Author: Michael DoumposPublisher: Springer Science & Business Media
ISBN: 0306481057
Category : Business & Economics
Languages : en
Pages : 264
Book Description
The book discusses a new approach to the classification problem following the decision support orientation of multicriteria decision aid. The book reviews the existing research on the development of classification methods, investigating the corresponding model development procedures, and providing a thorough analysis of their performance both in experimental situations and real-world problems from the field of finance. Audience: Researchers and professionals working in management science, decision analysis, operations research, financial/banking analysis, economics, statistics, computer science, as well as graduate students in management science and operations research.
Méthodologie multicritère d'aide à la décision et gestion de portefeuille en actions
Author: Naji Pierre JalkhFuzzy Optimization and Multi-Criteria Decision Making in Digital Marketing
Author: Kumar, AnilPublisher: IGI Global
ISBN: 1466688092
Category : Business & Economics
Languages : en
Pages : 390
Book Description
Abstract: "This book applies fuzzy theory and multi-criteria decision making principles for better practice in the digital business environment through the use of timely research and case studies on practical implementation of such theories in the digital marketplace"--Provided by publisher
Digital Marketing and Consumer Engagement: Concepts, Methodologies, Tools, and Applications
Author: Management Association, Information ResourcesPublisher: IGI Global
ISBN: 1522551883
Category : Business & Economics
Languages : en
Pages : 1755
Book Description
Consumer interaction and engagement are vital components to help marketers maintain a lasting relationship with their customers. To achieve this goal, companies must utilize current digital tools to create a strong online presence. Digital Marketing and Consumer Engagement: Concepts, Methodologies, Tools, and Applications is an innovative reference source for the latest academic material on emerging technologies, techniques, strategies, and theories in the promotion of brands through forms of digital media. Highlighting a range of topics, such as mobile commerce, brand communication, and social media, this multi-volume book is ideally designed for professionals, researchers, academics, students, managers, and practitioners actively involved in the marketing industry.
Author: Christian Hurson
Author: Christian Hurson