Portfolio selection through hierarchies

Thomas Saaty
Joseph M. Katz Graduate School of Business
University of Pittsburgh
United States
Paul C. Rogers
Western Aspen Alliance
Utah State University
United States
Ricardo Pell
United States

Publication date: Apr, 1980

Journal: The journal of portfolio management
Vol.: 6- Issue: 3- Pages: 16-21

Publisher: Pageant Media Ltd

Abstract: The method we will discuss addresses the huge task of ranking and choosing from among a large set of stocks in order to devide how much of our recources should be allocated to each of the stocks chosen.

Keywords: Judgments, Portfolio selection, Analytic Hierarchy Process, AHP