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Stock evaluation using a preference disaggregation methodology

Zopounidis Konstantinos, Zanakis, Stelios, Doumpos, Michael

Απλή Εγγραφή


URIhttp://purl.tuc.gr/dl/dias/42B5D953-0DCD-4B0D-A675-1B60246D1B4B-
Αναγνωριστικόhttps://doi.org/10.1111/j.1540-5915.1999.tb01612.x-
Γλώσσαen-
Μέγεθος24 pagesen
ΤίτλοςStock evaluation using a preference disaggregation methodologyen
ΔημιουργόςZopounidis Konstantinosen
ΔημιουργόςΖοπουνιδης Κωνσταντινοςel
ΔημιουργόςZanakis, Steliosen
ΔημιουργόςDoumpos, Michaelen
ΠερίληψηThis 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 (UTADIS method; UTilités Additives DIScriminantes). 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. The results are encouraging, indicating that the proposed methodology could be used as a tool for the analysis of the portfolio managers' preferences and choices. Furthermore, the comparison with multiple discriminant analysis (either using a stepwise procedure or not) illustrates the superiority of the proposed methodology over a well-known multivariate statistical technique that has been extensively used to study financial decision-making problems. en
ΤύποςPeer-Reviewed Journal Publicationen
ΤύποςΔημοσίευση σε Περιοδικό με Κριτέςel
Άδεια Χρήσηςhttp://creativecommons.org/licenses/by/4.0/en
Ημερομηνία2015-10-27-
Ημερομηνία Δημοσίευσης2007-
Θεματική ΚατηγορίαCapability, Financial (Financial literacy)en
Θεματική ΚατηγορίαFinancial capability (Financial literacy)en
Θεματική ΚατηγορίαLiteracy, Financialen
Θεματική Κατηγορίαfinancial literacyen
Θεματική Κατηγορίαcapability financial financial literacyen
Θεματική Κατηγορίαfinancial capability financial literacyen
Θεματική Κατηγορίαliteracy financialen
Βιβλιογραφική ΑναφοράC. Zopounidis, M. Doumpos ,S.H. Zanakis ," Stock evaluation using a preference disaggregation methodology," Decision Sc., vol. 30, no. 2, pp. 313-336,1999.doi:10.1111/j.1540-5915.1999.tb01612.xen

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