Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence

•Four multicriteria methods for equity portfolio selection are compared.•All these methods can successfully be applied to value-momentum portfolio selection.•Combining value and momentum criteria into composite measures can benefit investors.•Investors can choose the method that best fits their port...

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Bibliographic details
Volume: 265
Main Author: Pätäri, Eero
Karell, Ville
Luukka, Pasi
Yeomans, Julian S
Format: Journal Article
Language: English
Zielgruppe: Trade
Place of publication: AMSTERDAM Elsevier B.V 01.03.2018
published in: European journal of operational research Vol. 265; no. 2; pp. 655 - 672
ORCID: 0000-0002-4536-8701
Data of publication: 2018-03-01
ISSN: 0377-2217
EISSN: 1872-6860
Discipline: Engineering
Computer Science
Online Access: available in Bonn?
Database: Web of Knowledge
Science Citation Index Expanded
Social Sciences Citation Index
Web of Science
Web of Science - Science Citation Index Expanded - 2018
Web of Science - Social Sciences Citation Index – 2018
Gale General OneFile (A&I only)
Academic OneFile (A&I only)
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