A multicriteria hierarchical approach for portfolio selection in a stock exchange

Autor:	Maria Bernal, Diego Alonso Gastelum-Chavira, Ernesto León-Castro, Pavel Anselmo Alvarez, Manuel Muñoz
Rok vydání:	2021
Předmět:	Statistics and Probability 021103 operations research Artificial Intelligence Stock exchange Computer science 0211 other engineering and technologies 0202 electrical engineering electronic engineering information engineering General Engineering Econometrics Portfolio 020201 artificial intelligence & image processing 02 engineering and technology Selection (genetic algorithm)
Zdroj:	Journal of Intelligent & Fuzzy Systems. 40:1945-1955
ISSN:	1875-8967 1064-1246
Popis:	The objective of the paper is to present a multiple criteria hierarchical process (MCHP) approach for portfolio selection in a stock exchange. One of the problems that investors usually face is which stock should be included in the portfolio. This paper helps investors answer that question, and the paper presents an MCHP approach using different criteria based on financial ratios that the decision maker (in this case, the investor) will give different weights to make a portfolio based on her preferences; different importance is given to each criterion. An example using the Mexican Stock Exchange is presented.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b4ce0cee4e98666cf32d97af835a4b5c https://doi.org/10.3233/jifs-189198 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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