A MULTIPLE ATTRIBUTES STRATEGY PORTFOLIO SELECTION AND EVALIUATING ITS RISK USING A DEA-TOPSIS METHOD

Fatemeh Ghaemi-Nasab; Atefeh Ghaemi-Nasab; Masoud Allameh; Somayeh Mamizadeh-Chatghayeh

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A MULTIPLE ATTRIBUTES STRATEGY PORTFOLIO SELECTION AND EVALIUATING ITS RISK USING A DEA-TOPSIS METHOD

Publish place: 4th Conference on Data Envelopment Analysis

Publish Year: 1391

Type: Conference paper

Language: English

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https://civilica.com/doc/193285

Document National Code:

DEA04_027

Index date: 30 April 2013

A MULTIPLE ATTRIBUTES STRATEGY PORTFOLIO SELECTION AND EVALIUATING ITS RISK USING A DEA-TOPSIS METHOD abstract

Nowadays portfolio selection has been an important problem in finance and so evaluating the risk of selected portfolio is irrefragable. In this paper considering the fact that portfolio selection and evaluating the risk of selected portfolio is a multiple attributed decision process, a multiple attributes strategy is proposed. Proposed strategy first using SAW method selects the best portfolio and then employing a DEA model and TOPSIS concept the risk of selected portfolio is obtained.

A MULTIPLE ATTRIBUTES STRATEGY PORTFOLIO SELECTION AND EVALIUATING ITS RISK USING A DEA-TOPSIS METHOD Keywords:

Portfolio selection , Risk , DEA , SAW , TOPSIS , Eigenvector method , Multiple attributes decision making

A MULTIPLE ATTRIBUTES STRATEGY PORTFOLIO SELECTION AND EVALIUATING ITS RISK USING A DEA-TOPSIS METHOD authors

Fatemeh Ghaemi-Nasab

Department of Mathematics, Andimeshk Branch, Islamic Azad University, Andimeshk, Iran

Atefeh Ghaemi-Nasab

Department of Mathematics, Daneshvaran institute, Tabriz, Iran

Masoud Allameh

Department of Mathematics, Khorasgan Branch, Islamic Azad University, Isfahan, Iran

Somayeh Mamizadeh-Chatghayeh

Asia Business Clusters and Networks Development (ABCD) Foundation Cooperation, Tehran, Iran

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I'm the author of the paper

Export:

Link to this Paper:

https://civilica.com/doc/193285

Document National Code:

DEA04_027

Index date: 30 April 2013

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Ghaemi-Nasab, Fatemeh and Ghaemi-Nasab, Atefeh and Allameh, Masoud and Mamizadeh-Chatghayeh, Somayeh,1391,A MULTIPLE ATTRIBUTES STRATEGY PORTFOLIO SELECTION AND EVALIUATING ITS RISK USING A DEA-TOPSIS METHOD,4th Conference on Data Envelopment Analysis,Babolsar,https://civilica.com/doc/193285

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برای بار اول: (1391, Ghaemi-Nasab, Fatemeh؛ Atefeh Ghaemi-Nasab and Masoud Allameh and Somayeh Mamizadeh-Chatghayeh)
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Scientometrics

The specifications of the publisher center of this Paper are as follows:

Ranking of Islamic Azad University of Andimeshk

Type of center: دانشگاه آزاد

Paper count: 533

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