AHP–TOPSIS Methodology for Stock Portfolio Investments
نویسندگان
چکیده
This paper presents a methodology for making decisions in the stock market using AHP-TOPSIS multi-criteria technique. The problem is related to market’s investment process considering criteria of liquidity, risk, and profitability. proposed includes integrating economic financial theories equity portfolios with technique, which allows evaluating finite number alternatives hierarchically under qualitative quantitative criteria. has been tested real case selecting portfolio high medium marketability stocks Colombian from April 2012 2017. computational results show importance efficiency successfully traditional methodologies find an appropriate balance between profitability risk decision-making shares market. could be applied other emerging markets, similar Colombia.
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ژورنال
عنوان ژورنال: Risks
سال: 2021
ISSN: ['2227-9091']
DOI: https://doi.org/10.3390/risks10010004