当前位置: X-MOL 学术Int. J. Uncertain. Fuzziness Knowl. Based Syst. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Novel Fuzzy Multi-Attribute Decision Making Method for the Selection of Open Unit Trusts Under Uncertainty
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems ( IF 1.5 ) Pub Date : 2020-11-02 , DOI: 10.1142/s0218488520500397
Adam Borovička 1
Affiliation  

Investment decision making is a complex process. Important decision concerns the (pre)selection of potential investment instruments to compose an investment portfolio. Conscientious selection involves the application of quantitative multi-criteria procedures. The typical element of uncertainty (i.e. unstable return or investor’s vague preferences about the criteria importance) must be considered. This combination of the typical characteristics of investment on the capital market can be addressed by means of fuzzy multi-attribute decision making methods. These methods effectively quantify the vague elements by using fuzzy numbers. However, the applicability of a relevant method sufficiently depends on the actual investment decision making problem. This article focuses on open unit trusts because this market is recently becoming more popular in the Czech Republic. Unfortunately, under all the practical and theoretical specifics of this type of investment, there is no known evaluation method that can satisfactorily solved this problem. Therefore, the main aim of this article is to propose a novel fuzzy multi-attribute decision making method that works for all investment conditions. Its algorithm is inspired by some principles of the outranking methods. The evaluation of open unit trusts offered by the Česká spořitelna, clearly demonstrates all of the benefits of the proposed concept compared to the existing methods.

中文翻译:

不确定性下开放单位信托选择的新型模糊多属性决策方法

投资决策是一个复杂的过程。重要决定涉及(预)选择潜在投资工具以构成投资组合。认真的选择涉及定量多标准程序的应用。必须考虑不确定性的典型因素(即不稳定的回报或投资者对标准重要性的模糊偏好)。这种结合资本市场投资的典型特征可以通过模糊多属性决策方法来解决。这些方法通过使用模糊数有效地量化模糊元素​​。然而,相关方法的适用性充分取决于实际的投资决策问题。本文重点介绍开放式单位信托,因为该市场最近在捷克共和国变得越来越流行。不幸的是,在这类投资的所有实践和理论细节下,没有已知的评估方法可以令人满意地解决这个问题。因此,本文的主要目的是提出一种适用于所有投资条件的新型模糊多属性决策方法。它的算法受到了排名方法的一些原则的启发。Česká spořitelna 提供的对开放式单位信托的评估清楚地证明了与现有方法相比,提议的概念的所有好处。没有已知的评估方法可以令人满意地解决这个问题。因此,本文的主要目的是提出一种适用于所有投资条件的新型模糊多属性决策方法。它的算法受到了排名方法的一些原则的启发。Česká spořitelna 提供的对开放式单位信托的评估清楚地证明了与现有方法相比,提议的概念的所有好处。没有已知的评估方法可以令人满意地解决这个问题。因此,本文的主要目的是提出一种适用于所有投资条件的新型模糊多属性决策方法。它的算法受到了排名方法的一些原则的启发。Česká spořitelna 提供的对开放式单位信托的评估清楚地证明了与现有方法相比,提议的概念的所有好处。
更新日期:2020-11-02
down
wechat
bug