|
|
Article: A multicriteria approach for selecting a portfolio manager
- Article from:
- INFOR
- Article date:
- August 1, 1998
- Author:
CopyrightCopyright University of Toronto Press Aug 1998. Provided by ProQuest LLC. (Hide copyright information)
|
ABSTRACT
This paper introduces the application of the multicriteria method PROMETHEE II to the selection of a portfolio manager. Such application involves four main steps: (1) defining the list of potential actions or solutions to the problem; (2) defining the list of relevant criteria; (3) evaluating the performance of each action based on each criterion; and (4) aggregating these performances with the multicriteria method PROMETHEE II. The use of a multicriteria approach to this problem is appropriate, as multiple criteria seem to be used by decision-makers in the selection of a portfolio manager. Criteria applied to this model are derived from a set of depth interviews with managers of ...
Related newspaper, magazine, and journal articles:
|
|
Article: Light-weight pension funds bulk up on real ...
Real Estate Weekly;
February 16, 2005 ;
700+ words
... ... returns in 2004, pension funds didn't neglect to ... value in 2005. "Many pension funds right now consider ... Fernandez, a senior portfolio manager at CalPERS, the pension ... greater percentage of pension funds' assets. "They ...
|
|