文章基本信息

标题：A portfolio selection using fuzzy analytic hierarchy process: A case study of Iranian pharmaceutical industry
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作者：Solmaz Ghazanfar Ahari ; Solmaz Ghazanfar Ahari ; Nader Ghaffari-Nasab 等
期刊名称：International Journal of Industrial Engineering Computations
印刷版ISSN：1923-2926
电子版ISSN：1923-2934
出版年度：2011
卷号：2
期号：2
页码：225-236
DOI：10.5267/j.ijiec.2010.03.001
语种：English
出版社：Growing Science Publishing Company
摘要：Portfolio selection is one of the important problems encountered by any investor. The purpose of this paper is to solve a real stock portfolio selection problem in Iran. According to the uncertain environments in which financial decisions are made, most of the recent works in this field use fuzzy sets theory in order to incorporate these uncertainties into their analysis. The problem is to determine how to allocate a limited fund among the stocks of some pharmaceutical companies in Tehran stock exchange. For this purpose we apply two fuzzy analytic hierarchy process (FAHP) methods to this problem. Finally, the results obtained from the two methods are compared in terms of the solution quality.
关键词：Decision Making; Finance; Fuzzy AHP; Nonlinear Programming; Portfolio Selection