Bana, Carlos; Costa, E.; Soares, Joao Oliveira - In: The European Journal of Finance 10 (2004) 3, pp. 198-211
The paper presents a new model to support the selection of a portfolio of stocks based on the results of the fieldwork undertaken with fund managers and using direct rating, MACBETH and optimisation techniques. The model consists of defining a benchmark portfolio (in this case, the Dow Jones...