PL EN


2014 | 191 | 57-64
Article title

Wyznaczanie portfela wielokryterialnego w warunkach niepełnej informacji liniowej

Authors
Content
Title variants
EN
A Multi-Criteria Portfolio Selection under Conditions of Linear Partial Information
Languages of publication
PL
Abstracts
EN
The article presents an application of chosen multi-criteria decision making method - the AHP method, under conditions of linear par tial information, in portfolio selection. Selecting a portfolio is a problem of choosing these quoted companies that give good profit. The problem of building a portfolio can be treated as a multi-criteria problem where some diagnostic features that characterize financial and economic condition of companies can be used as criteria. In the paper, the multi-criteria decision making method AHP was used under conditions of linear partial information (the criteria weights are not known precisely, only some linear cons traints on them are known). The approach enables to create a ranking of considered objec ts and may help to select the best listed companies to the portfolio.
Year
Volume
191
Pages
57-64
Physical description
Contributors
author
References
  • Kofler E., Podejmowanie decyzji przy niepełnej informacji, Real Publishers, Zurich 1993.
  • Metody wielokryterialne na polskim rynku finansowym, red. T. Trzaskalik, PWE, Warszawa 2006.
  • Michalska E., Pośpiech E., Niepełna informacja liniowa w zagadnieniach wielokryterialnego wspomagania decyzji, "Organizacja i Zarządzanie" 2011, nr 57, s. 259-270.
  • Pośpiech E., Zastosowanie metody AHP do tworzenia portfela papierów wartościowych, Materiały Konferencji "Metody 2012",Wydawnictwo Uniwersytetu Ekonomicznego, Katowice (w opracowaniu).
  • Pośpiech E., Ocena portfeli konstruowanych na podstawie metody AHP - ujęcie klasyczne i fundamentalne, "Studia Ekonomiczne" 2013, nr 163, s. 99-112.
  • Saaty T.L., Axiomatic Foundation of the Analytic Hierarchy Process, "Management Science" 1986, Vol. 32, No. 7, s. 841-855.
  • Saaty T.L., Fundamentals of Decisions Making and Priority and Theory with the Analytical Hierarchy Process, RWS Publications, Pittsburgh 1994.
  • Tarczyński W., Fundamentalny portfel papierów wartościowych, PWE, Warszawa 2002.
  • Zopounidis C., Doumpos M., Multi-Criteria Decision Aid in Financial Decision Making: Methodologies and Literature Review, "Journal of Multi-Criteria Decision Analysis" 2002, No. 11, s. 167-186.
Document Type
Publication order reference
Identifiers
ISSN
2083-8611
YADDA identifier
bwmeta1.element.desklight-760bf996-41b2-4e15-abed-27012c6f9338
JavaScript is turned off in your web browser. Turn it on to take full advantage of this site, then refresh the page.