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International Journal of Industrial Engineering and Productional Research-، جلد ۳۰، شماره ۱، صفحات ۰-۰
عنوان فارسی
چکیده فارسی مقاله
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عنوان انگلیسی A MCDM-based approach using UTA-STRAR method to discover behavioral aspects in stock selection problem
چکیده انگلیسی مقاله Financial decision-making is the principal part of any decisions hence great efforts are done to improve the methods to assess and analyze the stock in financial markets as a part of the financial decision. This paper addresses the stock selection by discovering investor's utility function .Investors in the Stock Exchange consider diverse criteria to buy shares and bonds. Due to the criteria development in stock selection, understanding the investor's behavior by a consultant is a prominent issue. Recognizing an exclusive utility function according to the characteristics of the investors facilitates acquiring each share's value for the decision maker (DM) when it is required. In this study, UTASTAR method is used to estimate the marginal value function, using 3 appropriate criteria (risk, return, liquidity) and finally fit out the total utility function. It provides the opportunity to make a rational decision fit to investor's mentality and allowing their ranking, prioritization, selection or classification. The ranking of the options is as compatible as possible to the original one. The method is applied to an example from Iran Stock Exchange.
کلیدواژه‌های انگلیسی مقاله
نویسندگان مقاله | Zahra touni
Department of Industrial Engineering, Iran University of Science & Technology


| Ahmad Makui
Department of Industrial Engineering, Iran University of Science & Technology


| Emran Mohammadi
Department of Industrial Engineering, Iran University of Science & Technology
نشانی اینترنتی http://ijiepr.iust.ac.ir/browse.php?a_code=A-10-1056-1&slc_lang=en&sid=1
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کد مقاله (doi)
زبان مقاله منتشر شده en
موضوعات مقاله منتشر شده روش های تحلیل و تصمیم گیری
نوع مقاله منتشر شده پژوهشی
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