基于市场多种投资机会和多准则的投资组合选择与优化的中性决策模型

Ayman H. Abdel-aziem, Hoda K. Mohamed, A. Abdelhafeez
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引用次数: 0

摘要

由于竞争因素的存在,投资组合选择是一个困难的课题。选择一个投资组合是一个重大的选择,可能会对一个人的财务状况产生深远的影响。风险承受能力、时间范围、投资目标、资产配置和投资选择只是本文将研究的几个因素。向理想解的稳定偏好排序(SPOTIS)技术是我们提出的集成多准则决策(MCDM)模型的基础。本文采用单值嗜中性集作为处理不确定数据的框架。建议的SPOTIS-Neutrosophic模型的目的是通过考虑几个金融变量来选择最有前途的投资可能性。由于各种各样的投资机会和许多可能影响市场的因素(政治不可预测性,新闻,经济环境等),投资者经常担心选择和优化他们的投资组合。
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Neutrosophic Decision Making Model for Investment Portfolios Selection and Optimizing based on Wide Variety of Investment Opportunities and Many Criteria in Market
Investment portfolio selection is a difficult subject due to the presence of competing factors. Choosing a portfolio for one's investments is a major choice that may have far-reaching effects on one's financial well-being. Risk tolerance, time horizon, investing objectives, asset allocation, and investment selection are only a few of the factors that will be studied in this article. The Stable Preference Ordering Towards Ideal Solution (SPOTIS) technique is the basis for our proposed integrated multi-criteria decision-making (MCDM) model. This paper used the single-valued neutrosophic set as a framework to deal with uncertain data. The purpose of the suggested SPOTIS–Neutrosophic model is to choose the most promising investment possibilities by considering several financial variables. Because of the wide variety of investment opportunities and the many elements (political unpredictability, news, economic circumstances, etc.) that may affect the market, investors often worry about selecting and optimizing their investment portfolios.
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