Risk a basic parameter of portfolio selection and its modelling involves some difficulties. Thus, more and more researchers try to find a solution to this problem proposing other measures than the classic ones used in portfolio selection. On the other hand, Multicriteria Decision Aid has known a...

Apres une breve revue des travaux existants concernant l'utilisation de l'aide multicritere a la decision en matiere de gestion de portefeuilles, cet article propose une methodologie multicritere de gestion de portefeuilles.