A fuzzy AHP method for stock portfolio selection

被引：0

作者：

Zhang, Zhe ^{[1
]}

机构：

[1] Sichuan Univ, Sch Business Adm, Uncertainty Decis Making Lab, Chengdu 610064, Peoples R China

来源：

PROCEEDINGS OF 2007 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT | 2007年

关键词：

fuzzy variable; decision-making; analytic hierarchy process; stock portfolio selection;

D O I：

暂无

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

Some crisp equivalent models and approaches are proposed to obtain the stock investor's satisfying solution, and analytic hierarchy process (AHP) is a effective approach. However, due to the vagueness and uncertainty existing in the importance attributed to judgement of stock investor's requirement, the crisp pairwise comparison in the traditional AHP seems to be insufficient and imprecise to capture stock investor. In this paper, we provide a new approach to solve the decision-making of stock portfolio selection. An AHP based on fuzzy scales is proposed to determine the importance weights of stock investor's demand. Finally, an illustrative example is given in order to show the application of fuzzy AHP approach.

引用

页码：134 / 141

页数：8

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