A multi-criteria approach to the integration andf evaluation of investment portfolios

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dc.creatorMuñoz, Manuel
dc.creatorAlvarez, Pavel
dc.creatorMiranda, Eva
dc.creatorLeón Castro, Ernesto
dc.date2021-12-21T17:06:55Z
dc.date2021-12-21T17:06:55Z
dc.date2021-06-08
dc.date.accessioned2023-11-21T14:47:13Z
dc.date.available2023-11-21T14:47:13Z
dc.descriptionOne of the problems that investors often face is deciding on the stocks to include in an investment portfolio. The objective of the article is the selection of investment portfolios considering the 30 main companies listed on the New York Stock Exchange of the Dow Jones Index. Portfolio selection in this index is carried out by generating a previous ranking of the shares with a novel approach that analyzes the performance of the shares in a Multiple Criteria Hierarchical Process (MCHP). The ordering is generated with the hierarchical version of the ELECTRE III method using different decision criteria based on financial ratios.
dc.formatapplication/pdf
dc.formatapplication/pdf
dc.identifierhttp://repositorio.uptc.edu.co/handle/001/4870
dc.identifier3618
dc.identifierinstname:Universidad Pedagogica y Tecnologica de Colombia
dc.identifierreponame:Repositorio de la Universidad Pedagogica y Tecnologica de Colombia
dc.identifierrepourl:https://repositorio.uptc.edu.co/
dc.identifier.urihttp://repository-salesiana.heoq.net/handle/123456789/243644
dc.languagespa
dc.relationInternational Congress of Innovation and Sustainable ICONIS
dc.relationhttps://rdigitales.uptc.edu.co/memorias/index.php/it/iconis4/paper/download/3618/3794
dc.rightshttps://creativecommons.org/licenses/by-nc-sa/4.0/
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightsAtribución-NoComercial-CompartirIgual 4.0 Internacional (CC BY-NC-SA 4.0)
dc.rightshttp://purl.org/coar/access_right/c_14cb
dc.sourcehttps://rdigitales.uptc.edu.co/memorias/index.php/it/iconis4/paper/view/3618
dc.titleA multi-criteria approach to the integration andf evaluation of investment portfolios
dc.typeDocumento de Conferencia
dc.typehttp://purl.org/coar/resource_type/c_8544
dc.typeinfo:eu-repo/semantics/conferenceObject
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.typeText
dc.typehttp://purl.org/coar/version/c_970fb48d4fbd8a85
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