About this document
Enhancing Portfolio Selection with MCDM by reader is a document available to read on EtoBox.
The document discusses limitations of traditional Markowitz portfolio selection models and efforts to improve them. While multiple criteria decision making (MCDM) models address some limitations, they still have room for improvement. Existing MCDM approaches have limitations such as not considering relationships between criteria. Decision makers also prefer making judgments in fuzzy environments.
- Author
- reader
- Language
- EN