RT Journal Article
SR Electronic
T1 Prioritizing Investment Screens in a Multiple-Criteria Framework
JF The Journal of Investing
FD Institutional Investor Journals
SP 49
OP 52
DO 10.3905/joi.2004.450756
VO 13
IS 4
A1 Manoj Athavale
A1 Eugene Bland
YR 2004
UL https://pm-research.com/content/13/4/49.abstract
AB Investment professionals often screen the investment universe for investment opportunities that meet some benchmark criteria. This screening process provides a subset of acceptable investment opportunities that are not all equally acceptable. A technique that allows prioritization of the subset on the basis of deviations from the benchmark criteria used to obtain it is an adaptation of the Taguchi loss function, which has found application in the management, marketing, accounting, and real estate literature.