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Stock Selection into Portfolio by Fuzzy Quantitative Analysis and Fuzzy Multicriteria Decision Making
2016
Advances in Operations Research
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
doi:10.1155/2016/9530425
fatcat:wi2ww25nyne4npo6foyaq6fugu