A New Portfolio Selection Method Based on Interval Data

作者：Andreica Madalina Ecaterina; Dobre Ion; Andreica Mugurel Ionut; Resteanu Cornel

来源：Studies in Informatics and Control, 2010, 19(3): 253-262.

• Multi-Attribute Decision Making
• Imprecise Data
• Shannon's Entropy
• Portfolio Selection
• Leasing

The aim of this paper is to extend a portfolio selection method based on MADM techniques for the case of interval data. In order to highlight the procedure of the proposed algorithm an example of product portfolio selection for a leasing company has been analyzed. Several numerical simulations have been performed in order to illustrate our interval data method.

• 出版日期2010-9