haku: @author Zanakis, S. / yhteensä: 3
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| Tekijä: | Zopounidis, C. Doumpos, M. Zanakis, S. |
| Otsikko: | Stock evaluation using a preference disaggregation methodology |
| Lehti: | Decision Sciences
1999 : SPRING, VOL. 30:2, p. 313-336 |
| Asiasana: | DECISION MAKING METHODOLOGY STOCKS |
| Kieli: | eng |
| Tiivistelmä: | This paper presents a real application of a multicriteria decision aid (MCDA) approach to portfolio selection based on preference disaggregation, using ordinal regression and linear programming. The additive utility functions that are derived through this approach have the extrapolation ability that any new alternative (share) can be easily evaluated and classified into one of several user-predefined groups. The procedure is illustrated with a case study of 98 stocks from the Athens stock exchange, using 15 criteria. |
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