A multicriteria methodology for equity selection using financial analysis

Xidonas, P; Mavrotas, G; Psarras, J

dc.contributor.author	Xidonas, P	en
dc.contributor.author	Mavrotas, G	en
dc.contributor.author	Psarras, J	en
dc.date.accessioned	2014-03-01T01:29:34Z
dc.date.available	2014-03-01T01:29:34Z
dc.date.issued	2009	en
dc.identifier.issn	0305-0548	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/19314
dc.subject	Equity portfolio selection	en
dc.subject	Financial analysis	en
dc.subject	Multiple criteria decision making	en
dc.subject.classification	Computer Science, Interdisciplinary Applications	en
dc.subject.classification	Engineering, Industrial	en
dc.subject.classification	Operations Research & Management Science	en
dc.subject.other	Classification methods	en
dc.subject.other	Corporate performance	en
dc.subject.other	Electre	en
dc.subject.other	Equity portfolio selection	en
dc.subject.other	Financial analysis	en
dc.subject.other	Large-scale applications	en
dc.subject.other	Multi-criteria	en
dc.subject.other	Multiple criteria decision making	en
dc.subject.other	Multiple-criteria methodology	en
dc.subject.other	Research studies	en
dc.subject.other	Stock exchange	en
dc.subject.other	Finance	en
dc.subject.other	Decision making	en
dc.title	A multicriteria methodology for equity selection using financial analysis	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/j.cor.2009.02.009	en
heal.identifier.secondary	http://dx.doi.org/10.1016/j.cor.2009.02.009	en
heal.language	English	en
heal.publicationDate	2009	en
heal.abstract	In this article we present a multiple criteria methodology for supporting decisions that concern the selection of equities, on the basis of financial analysis. The ELECTRE Tri outranking classification method is employed for selecting the attractivex equities, through the evaluation of the overall corporate performance of the corresponding firms. The crucial importance issue of the industry/sectoral accounting particularities was strongly taken into account. An elaborate review of coherent research studies is also provided. Finally, the validity of the proposed methodology is tested through a large scale application on the Athens Stock Exchange. (C) 2009 Elsevier Ltd. All rights reserved.	en
heal.publisher	PERGAMON-ELSEVIER SCIENCE LTD	en
heal.journalName	Computers and Operations Research	en
dc.identifier.doi	10.1016/j.cor.2009.02.009	en
dc.identifier.isi	ISI:000267320700012	en
dc.identifier.volume	36	en
dc.identifier.issue	12	en
dc.identifier.spage	3187	en
dc.identifier.epage	3203	en