A novel approach to incorporate investor's preference in fuzzy multi-objective portfolio selection problem using credibility measure

H Jalota, PK Mandal, M Thakur, G Mittal - Expert Systems with Applications, 2023 - Elsevier
Investment decision making is usually a multi-objective optimization problem in an uncertain
environment. In a real-life scenario, an investor aims to choose a portfolio based on his/her …

Portfolio optimization with a mean–absolute deviation–entropy multi-objective model

WS Lam, WH Lam, SH Jaaman - Entropy, 2021 - mdpi.com
Investors wish to obtain the best trade-off between the return and risk. In portfolio
optimization, the mean-absolute deviation model has been used to achieve the target rate of …

Using data envelopment analysis and multi-criteria decision-making methods to evaluate teacher performance in higher education

M Popović, G Savić, M Kuzmanović, M Martić - Symmetry, 2020 - mdpi.com
This paper proposes an approach that combines data envelopment analysis (DEA) with the
analytic hierarchy process (AHP) and conjoint analysis, as multi-criteria decision-making …

Socioeconomic determinants of household investment portfolio in India

P Rampal, S Biswas - Journal of Emerging Market Finance, 2022 - journals.sagepub.com
This study examines the determinants of asset holding by low-income households in India
using the second wave of the Indian Human Development Survey. Our exploratory analysis …

Incorporating heterogeneity of travelers' preferences into the overall hostel performance rating

M Kuzmanović, M Vukić - Decision Making: Applications in …, 2021 - dmame-journal.org
Hostels have become a very popular form of accommodation and their varieties have grown
steadily in recent years. To ensure the sustainability of this business model, it is necessary to …

HETEROGENEITY OF SERBIAN CONSUMERS'PREFERENCES FOR LOCAL WINES: DISCRETE CHOICE ANALYSIS

M Kuzmanović, D Makajić-Nikolić - Економика пољопривреде, 2020 - cyberleninka.ru
The unique and at the same time very complex nature of the wine requires a more thorough
selection process compared to other consumer products. Wine consumers are faced with a …

[PDF][PDF] Impact of Tunisian Political and COVID-19 Crisis on Asset Allocation: Traditional Theory of Portfolio Selection Versus Behavioral Theory

Y Jaber - WSEAS Transactions on Business and Economics, 2023 - researchgate.net
Investing in the financial market is a way to grow wealth. This investment undoubtedly
generates a return accompanied by a certain level of risk. In finance, risk occupies a crucial …

Cross‐Efficiency Evaluation under Probabilistic Hesitant Fuzzy Environment and Its Application to the Portfolio Selection Process

Y Zhang, W Zhou, D Luo, X He - Mathematical Problems in …, 2021 - Wiley Online Library
In the case of insufficient quantitative data, qualitative evaluation information is very
important for investment decision‐making. However, if it is completely based on qualitative …

Measuring and Analyzing the Impact of Investor Preferences on Bank Returns a Study of Qatari Commercial Banks

DNM Alhusseini - Asian Journal of Economics, Business …, 2023 - open.journal4submit.com
The study focus on the behavioral aspects of investors by measuring and analyzing the
trend, extent, and nature of the impact that investor preferences have. The investors' …

[PDF][PDF] FINANÇAS COMPORTAMENTAIS, TEORIA DA DECISÃO E INVESTIDORES: UMA REVISÃO SISTEMÁTICA DA LITERATURA

GCB do Amarante, A da Silva Pereira, ED Pavin - anpec.org.br
O presente estudo teve como objetivo realizar uma revisão sistemática da literatura,
considerando artigos publicados entre 2010 a 2020 nas bases de dados Science Direct …