Khoury, Nabil; Martel, Jean-Marc; Veilleux, Marc - In: L'Actualité Economique 69 (1993) 1, pp. 171-190
In this paper, we present a multicriterion approach of portfolio comparison and apply it to the selection of a global index fund portfolio using sixteen (16) national stock market indexes. The first algorithm used in the study (ELECTRE IS) solves for the subset of portfolios among which the...
