A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment
المؤلفون المشاركون
المصدر
Journal of Applied Mathematics and Decision Sciences
العدد
المجلد 2009، العدد 2009 (31 ديسمبر/كانون الأول 2009)، ص ص. 1-20، 20ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2009-07-09
دولة النشر
مصر
عدد الصفحات
20
التخصصات الرئيسية
الملخص EN
The purpose of stock portfolio selection is how to allocate the capital to a large number of stocks in order to bring a most profitable return for investors.
In most of past literatures, experts considered the portfolio of selection problem only based on past crisp or quantitative data.
However, many qualitative and quantitative factors will influence the stock portfolio selection in real investment situation.
It is very important for experts or decision-makers to use their experience or knowledge to predict the performance of each stock and make a stock portfolio.
Because of the knowledge, experience, and background of each expert are different and vague, different types of 2-tuple linguistic variable are suitable used to express experts' opinions for the performance evaluation of each stock with respect to criteria.
According to the linguistic evaluations of experts, the linguistic TOPSIS and linguistic ELECTRE methods are combined to present a new decision-making method for dealing with stock selection problems in this paper.
Once the investment set has been determined, the risk preferences of investor are considered to calculate the investment ratio of each stock in the investment set.
Finally, an example is implemented to demonstrate the practicability of the proposed method.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Chen, Chen-Tung& Hung, Wei-Zhan. 2009. A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment. Journal of Applied Mathematics and Decision Sciences،Vol. 2009, no. 2009, pp.1-20.
https://search.emarefa.net/detail/BIM-506332
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Chen, Chen-Tung& Hung, Wei-Zhan. A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment. Journal of Applied Mathematics and Decision Sciences No. 2009 (2009), pp.1-20.
https://search.emarefa.net/detail/BIM-506332
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Chen, Chen-Tung& Hung, Wei-Zhan. A New Decision-Making Method for Stock Portfolio Selection Based on Computing with Linguistic Assessment. Journal of Applied Mathematics and Decision Sciences. 2009. Vol. 2009, no. 2009, pp.1-20.
https://search.emarefa.net/detail/BIM-506332
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-506332
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر