Stock selection using a hybrid MCDM approach

DOI10.17535/CRORR.2014.0013MaRDI QIDQ2965677zbMATH OpenOpenAlexFDO

Authors Tea Poklepović, Zoran Babić

Publication date 3 March 2017

Published in Croatian operational research review (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.17535/crorr.2014.0013

zbMATH Keywords

stock selectionMCDM approachSpearman's rank coefficient

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Case-oriented studies in operations research (90B90) Portfolio theory (91G10)

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Cited in

(12)

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• Comparison of the methods used in multicriteria decision-making to determine the values of the coefficients of importance of indicators that characterize a complex system
• Stock portfolio selection using a hybrid fuzzy approach: a case study in Tehran stock exchange
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• Selecting Internet company stocks using a combined DEA and AHP approach
• Decision making in stock trading: an application of PROMETHEE
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• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence
• Synergy frontier of multi-factor stock selection model
• Stock assessment using cumulative prospect theory in DEA cross-efficiency model: a case study of the Indian stock market

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