مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Verion

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

video

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

sound

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Version

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

View:

1,844
مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Download:

0
مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Cites:

2

Information Journal Paper

Title

APPLICATION OF FUZZY MCDM APPROACH ON STOCK EVALUATION AND PORTFOLIO SELECTION

Pages

  121-137

Abstract

PORTFOLIO SELECTION problem includes many vague parameters, while Fuzzy set is a very powerful tool for solving of uncertainty related to financial market variables and investors behavior. This paper presents a FUZZY MULTI-CRITERIA DECISION MAKING (FMCDM) approach for evaluating of 10 stocks of company listed in Tehran Stock Exchange (TSE) and selecting portfolio on that basis. We applied The FUZZY ANALYTIC HIERARCHY PROCESS (F AHP) method for determining criteria weights according to the investor's preferences. Performance: of investment alternatives of each criterion is evaluated by LINGUISTIC TERMS and that we suggest the right proportions of each stock in the portfolio on the basis of performance measurement. Results show that annual expected return of our portfolio is more than that of TSE Index.

Cites

References

  • No record.
  • Cite

    APA: Copy

    PAKIZEH, KAMRAN, & FALAHTALAB, HOSEIN. (2011). APPLICATION OF FUZZY MCDM APPROACH ON STOCK EVALUATION AND PORTFOLIO SELECTION. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 2(8), 121-137. SID. https://sid.ir/paper/197649/en

    Vancouver: Copy

    PAKIZEH KAMRAN, FALAHTALAB HOSEIN. APPLICATION OF FUZZY MCDM APPROACH ON STOCK EVALUATION AND PORTFOLIO SELECTION. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2011;2(8):121-137. Available from: https://sid.ir/paper/197649/en

    IEEE: Copy

    KAMRAN PAKIZEH, and HOSEIN FALAHTALAB, “APPLICATION OF FUZZY MCDM APPROACH ON STOCK EVALUATION AND PORTFOLIO SELECTION,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 2, no. 8, pp. 121–137, 2011, [Online]. Available: https://sid.ir/paper/197649/en

    Related Journal Papers

    Related Seminar Papers

  • No record.
  • Related Plans

  • No record.
  • Recommended Workshops






    Move to top
    telegram sharing button
    whatsapp sharing button
    linkedin sharing button
    twitter sharing button
    email sharing button
    email sharing button
    email sharing button
    sharethis sharing button