Email this article Πρόταση κατάρτισης φερέγγυου χαρτοφυλακίου με μεθόδους της ανάλυσης δεδομένων
Abstract
This article (Proposal for the composition of a solvent portfolio with methods of data
analysis) refers to the portfolio construction and selection of shares of firms recorded at a Stock
Exchange, using multiple criteria referring to the fundamental analysis. Initially, the firms are
categorized into five groups with respect to their authority, acceptability and economic health,
by using the analysis of correspondences, the principal component analysis and the analysis of
ranks in conjunction with ranking in an ascending hierarchy analysis. The solvent portfolio is
obtained by applying the method of discriminant analysis to the results found in all previous
analyses. This portfolio includes the firms that have the highest authority, acceptability and
economic health.
analysis) refers to the portfolio construction and selection of shares of firms recorded at a Stock
Exchange, using multiple criteria referring to the fundamental analysis. Initially, the firms are
categorized into five groups with respect to their authority, acceptability and economic health,
by using the analysis of correspondences, the principal component analysis and the analysis of
ranks in conjunction with ranking in an ascending hierarchy analysis. The solvent portfolio is
obtained by applying the method of discriminant analysis to the results found in all previous
analyses. This portfolio includes the firms that have the highest authority, acceptability and
economic health.
Keywords
Portfolio management; Data analysis; Mathematical models
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