IDEAS home Printed from https://ideas.repec.org/a/hin/jnlaor/9530425.html
   My bibliography  Save this article

Stock Selection into Portfolio by Fuzzy Quantitative Analysis and Fuzzy Multicriteria Decision Making

Author

Listed:
  • Satit Yodmun
  • Wichai Witayakiattilerd

Abstract

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.

Suggested Citation

  • Satit Yodmun & Wichai Witayakiattilerd, 2016. "Stock Selection into Portfolio by Fuzzy Quantitative Analysis and Fuzzy Multicriteria Decision Making," Advances in Operations Research, Hindawi, vol. 2016, pages 1-14, July.
    • Handle: RePEc:hin:jnlaor:9530425
    DOI: 10.1155/2016/9530425
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/AOR/2016/9530425.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/AOR/2016/9530425.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2016/9530425?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Feifei Jin & Chang Li & Jinpei Liu & Ligang Zhou, 2021. "Distribution Linguistic Fuzzy Group Decision Making Based on Consistency and Consensus Analysis," Mathematics, MDPI, vol. 9(19), pages 1-19, October.
    2. Jichao Li & Bingfeng Ge & Jiang Jiang & Kewei Yang & Yingwu Chen, 2020. "High-end weapon equipment portfolio selection based on a heterogeneous network model," Journal of Global Optimization, Springer, vol. 78(4), pages 743-761, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnlaor:9530425. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.