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Designing a Multicriteria Decision Support System for Portfolio Selection and Management
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Designing a Multicriteria Decision Support System for Portfolio Selection and Management (1995)Designing a Multicriteria Decision Suppor…Aide multicritère à la décision : méthodes et cas (1993)Aide multicritère à la décisi…Evaluating country risk: A decision support approach (1992)Evaluating country risk: A de…Fundamentals of Investments (1989)Fundamentals of InvestmentsAn Application of a Multicriteria Approach to Portfolio Comparisons (1988)An Application of a Multicrit…The evaluation criteria of the venture capital investment activity: An interactive assessment (1987)The evaluation criteria of th…Méthodologie multicritère d'aide à la décision (1985)Méthodologie multicritère d'a…Multiple Criteria Decision Making (1983)Multiple Criteria Decision Ma…Financial Theory and Corporate Policy. (1982)Financial Theory and Corporat…Assessing a set of additive utility functions for multicriteria decision-making, the UTA method (1982)Assessing a set of additive u…Portfolio selection through hierarchies (1980)Portfolio selection through h…Goal programming for portfolio selection (1980)Goal programming for portfoli…Financial Theory and Corporate Policy. (1980)Financial Theory and Corporat…The arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…Portfolio Theory and Capital Markets. (1972)Portfolio Theory and Capital …Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Financial DSS: Systems for Supporting Investment Decisions (2008)Financial DSS: Systems for Su…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Financial Intermediation and Delegated Monitoring (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Methods of Estimating Additive Utilities (1967)Decisions with Multiple Objectives—Preferences and Value Tradeoffs (1977)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Belief rule-base inference methodology using the evidential reasoning Approach-RIMER (2006)MULTIPLE CRITERIA DECISION MAKING (MCDM) METHODS IN ECONOMICS: AN OVERVIEW / DAUGIATIKSLIAI SPRENDIMŲ PRIĖMIMO METODAI EKONOMIKOJE: APŽVALGA (2011)Weak comparability of values as a foundation for ecological economics (1998)Multicriteria classification and sorting methods: A literature review (2002)Social multi-criteria evaluation: Methodological foundations and operational consequences (2003)Tentative guidelines to help choosing an appropriate MCDA method (1998)PROMETHEE and AHP: The design of operational synergies in multicriteria analysis. (2003)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)The New Institutionalism: Organizational Factors in Political Life (1983)Random matrix approach to cross correlations in financial data (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Organizational Culture: Can It Be a Source of Sustained Competitive Advantage? (1986)Diversification's effect on firm value (1995)Shareholder value, stakeholder management, and social issues: what's the bottom line? (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Application of multi-criteria decision making to sustainable energy planning—A review (2004)Extended VIKOR method in comparison with outranking methods (2006)Sustainable supplier selection in healthcare industries using a new MCDM method: Measurement of alternatives and ranking according to COmpromise solution (MARCOS) (2019)Determinants of corporate social responsibility disclosure: An application of stakeholder theory (1992)Information Technology Effects on Firm Performance as Measured by Tobin's q (1999)
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References

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  • 1982Assessing a set of additive utility functions for multicriteria decision-making, the UTA method1,091 cited
  • 1982Financial Theory and Corporate Policy.956 cited
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  • 1980Portfolio selection through hierarchies108 cited
  • 1980Goal programming for portfolio selection104 cited
  • 1989Fundamentals of Investments97 cited
  • 1987The evaluation criteria of the venture capital investment activity: An interactive assessment83 cited
  • 1988An Application of a Multicriteria Approach to Portfolio Comparisons73 cited
  • 1992Evaluating country risk: A decision support approach

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  • 2008Financial DSS: Systems for Supporting Investment Decisions12 cited