LEADER 04692nam 22006135 450 001 9910483845903321 005 20251113192015.0 010 $a3-030-53743-9 024 7 $a10.1007/978-3-030-53743-2 035 $a(CKB)4100000011513390 035 $a(DE-He213)978-3-030-53743-2 035 $a(MiAaPQ)EBC6381337 035 $a(PPN)258304081 035 $a(MiAaPQ)EBC29092719 035 $a(EXLCZ)994100000011513390 100 $a20201017d2020 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aMulticriteria Portfolio Construction with Python /$fby Elissaios Sarmas, Panos Xidonas, Haris Doukas 205 $a1st ed. 2020. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2020. 215 $a1 online resource (IX, 176 p. 138 illus., 47 illus. in color.) 225 1 $aSpringer Optimization and Its Applications,$x1931-6836 ;$v163 311 08$a3-030-53742-0 320 $aIncludes bibliographical references. 327 $a1. Introduction -- 2. The Portfolio Management Problem -- 3. Multicriteria Decision Analysis Methods -- 3. Literature Review -- 5. The Proposed Methodology -- 6. Information System in Python.-7. Empirical Testing -- 8. Conclusions -- Bibliography. 330 $aThis 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, investmentadvisors, 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. 410 0$aSpringer Optimization and Its Applications,$x1931-6836 ;$v163 606 $aOperations research 606 $aSocial sciences$xMathematics 606 $aMathematical models 606 $aOperations Research and Decision Theory 606 $aMathematics in Business, Economics and Finance 606 $aMathematical Modeling and Industrial Mathematics 615 0$aOperations research. 615 0$aSocial sciences$xMathematics. 615 0$aMathematical models. 615 14$aOperations Research and Decision Theory. 615 24$aMathematics in Business, Economics and Finance. 615 24$aMathematical Modeling and Industrial Mathematics. 676 $a332.60285 700 $aSarmas$b Elissaios$01065691 702 $aXidonas$b Panos 702 $aDoukas$b Haris 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910483845903321 996 $aMulticriteria portfolio construction with Python$92547531 997 $aUNINA