A multi-criteria approach to the integration andf evaluation of investment portfolios
One of the problems that investors often face is deciding on the stocks to include in an investment portfolio. The objective of the article is the selection of investment portfolios considering the 30 main companies listed on the New York Stock Exchange of the Dow Jones Index. Portfolio selection in...
| Main Authors: | , , , |
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| Format: | Documento de Conferencia |
| Language: | spa |
| Published: |
2021
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| Online Access: | http://repositorio.uptc.edu.co/handle/001/4870 |
| _version_ | 1801705875735314432 |
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| author | Muñoz, Manuel Alvarez, Pavel Miranda, Eva León Castro, Ernesto |
| author_facet | Muñoz, Manuel Alvarez, Pavel Miranda, Eva León Castro, Ernesto |
| author_sort | Muñoz, Manuel |
| collection | DSpace |
| description | One of the problems that investors often face is deciding on the stocks to include in an investment portfolio. The objective of the article is the selection of investment portfolios considering the 30 main companies listed on the New York Stock Exchange of the Dow Jones Index. Portfolio selection in this index is carried out by generating a previous ranking of the shares with a novel approach that analyzes the performance of the shares in a Multiple Criteria Hierarchical Process (MCHP). The ordering is generated with the hierarchical version of the ELECTRE III method using different decision criteria based on financial ratios. |
| format | Documento de Conferencia |
| id | repositorio.uptc.edu.co-001-4870 |
| institution | Repositorio Institucional UPTC |
| language | spa |
| publishDate | 2021 |
| record_format | dspace |
| spelling | repositorio.uptc.edu.co-001-48702022-05-04T15:17:08Z A multi-criteria approach to the integration andf evaluation of investment portfolios Muñoz, Manuel Alvarez, Pavel Miranda, Eva León Castro, Ernesto One of the problems that investors often face is deciding on the stocks to include in an investment portfolio. The objective of the article is the selection of investment portfolios considering the 30 main companies listed on the New York Stock Exchange of the Dow Jones Index. Portfolio selection in this index is carried out by generating a previous ranking of the shares with a novel approach that analyzes the performance of the shares in a Multiple Criteria Hierarchical Process (MCHP). The ordering is generated with the hierarchical version of the ELECTRE III method using different decision criteria based on financial ratios. 2021-12-21T17:06:55Z 2021-12-21T17:06:55Z 2021-06-08 Documento de Conferencia http://purl.org/coar/resource_type/c_8544 info:eu-repo/semantics/conferenceObject info:eu-repo/semantics/publishedVersion Text http://purl.org/coar/version/c_970fb48d4fbd8a85 http://repositorio.uptc.edu.co/handle/001/4870 3618 instname:Universidad Pedagogica y Tecnologica de Colombia reponame:Repositorio de la Universidad Pedagogica y Tecnologica de Colombia repourl:https://repositorio.uptc.edu.co/ spa International Congress of Innovation and Sustainable ICONIS https://rdigitales.uptc.edu.co/memorias/index.php/it/iconis4/paper/download/3618/3794 https://creativecommons.org/licenses/by-nc-sa/4.0/ info:eu-repo/semantics/openAccess Atribución-NoComercial-CompartirIgual 4.0 Internacional (CC BY-NC-SA 4.0) http://purl.org/coar/access_right/c_14cb application/pdf application/pdf https://rdigitales.uptc.edu.co/memorias/index.php/it/iconis4/paper/view/3618 |
| spellingShingle | Muñoz, Manuel Alvarez, Pavel Miranda, Eva León Castro, Ernesto A multi-criteria approach to the integration andf evaluation of investment portfolios |
| title | A multi-criteria approach to the integration andf evaluation of investment portfolios |
| title_full | A multi-criteria approach to the integration andf evaluation of investment portfolios |
| title_fullStr | A multi-criteria approach to the integration andf evaluation of investment portfolios |
| title_full_unstemmed | A multi-criteria approach to the integration andf evaluation of investment portfolios |
| title_short | A multi-criteria approach to the integration andf evaluation of investment portfolios |
| title_sort | multi criteria approach to the integration andf evaluation of investment portfolios |
| url | http://repositorio.uptc.edu.co/handle/001/4870 |
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