Stock Selection into Portfolio by Fuzzy Quantitative Analysis and Fuzzy Multicriteria Decision Making
Joint Authors
Witayakiattilerd, Wichai
Yodmun, Satit
Source
Advances in Operations Research
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-07-05
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Information Technology and Computer Science
Abstract EN
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.
American Psychological Association (APA)
Yodmun, Satit& Witayakiattilerd, Wichai. 2016. Stock Selection into Portfolio by Fuzzy Quantitative Analysis and Fuzzy Multicriteria Decision Making. Advances in Operations Research،Vol. 2016, no. 2016, pp.1-14.
https://search.emarefa.net/detail/BIM-1096541
Modern Language Association (MLA)
Yodmun, Satit& Witayakiattilerd, Wichai. Stock Selection into Portfolio by Fuzzy Quantitative Analysis and Fuzzy Multicriteria Decision Making. Advances in Operations Research No. 2016 (2016), pp.1-14.
https://search.emarefa.net/detail/BIM-1096541
American Medical Association (AMA)
Yodmun, Satit& Witayakiattilerd, Wichai. Stock Selection into Portfolio by Fuzzy Quantitative Analysis and Fuzzy Multicriteria Decision Making. Advances in Operations Research. 2016. Vol. 2016, no. 2016, pp.1-14.
https://search.emarefa.net/detail/BIM-1096541
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1096541