Stock selection into portfolio by fuzzy quantitative analysis and fuzzy multicriteria decision making
type: Item
instance of: scholarly article
title: Stock selection into portfolio by fuzzy quantitative analysis and fuzzy multicriteria decision making
zbMATH Open document ID: 1390.91290
DOI: 10.1155/2016/9530425
author: Satit Yodmun
author: Wichai Witayakiattilerd
published in: Advances in Operations Research
publication date: 2018-05-11T00:00:00Z
review text: Summary: This paper presents a stock selection approach assisted by fuzzy procedures. In this approach, stocks are classified into groups according to business types. Within each group, the stocks are screened and then ranked according to their investment weight obtained from fuzzy quantitative analysis. Groups were also ranked according to their group weight obtained from fuzzy analytic hierarchy process (FAHP) and technique for order preference by similarity to ideal solution method (TOPSIS). The overall weight for each stock was then derived from both of these weights and used for selecting a stock into the portfolio. As a demonstration, our analysis procedures were applied to a test set of data.
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C29
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 6867697
Wikidata QID: Q59122807
describes a project that uses: MADM
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2016/9530425
OpenAlex ID: W2466036527
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DBLP publication ID: journals/advor/YodmunW16
description: scientific article; zbMATH DE number 6867697