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A multicriteria DSS for stock evaluation using fundamental analysis
16 references·7 citing·38 second hop
A multicriteria DSS for stock evaluation using fundamental analysis (2006)A multicriteria DSS for stock evaluation …Multiple Criteria Decision Analysis: State of the Art Surveys (2005)Multiple Criteria Decision An…Multiple criteria decision making combined with finance: A categorized bibliographic study (2003)Multiple criteria decision ma…Preference disaggregation for measuring and analysing customer satisfaction: The MUSA method (2002)Preference disaggregation for…Preference disaggregation: 20 years of MCDA experience (2001)Preference disaggregation: 20…PREFDIS: a multicriteria decision support system for sorting decision problems (2000)PREFDIS: a multicriteria deci…Intelligent multicriteria decision support: Overview and perspectives (1999)Intelligent multicriteria dec…Decision support systems and intelligent systems (1997)Decision support systems and …Value-Focused Thinking (1996)Value-Focused ThinkingMulticriteria Decision-Aid. (1993)Multicriteria Decision-Aid.Multicriteria decision-aid. (1993)Multicriteria decision-aid.Assessing a set of additive utility functions for multicriteria decision-making, the UTA method (1982)Assessing a set of additive u…Goal programming for portfolio selection (1980)Goal programming for portfoli…The arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…Decision Analysis with Multiple Conflicting Objectives, Preferences and Value Tradeoffs (1975)Decision Analysis with Multip…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Portfolio Selection (1952)Portfolio SelectionOptimal Selection of Stock Portfolios Using Multi-Criteria Decision-Making Methods (2023)Optimal Selection of Stock Po…Fifty years of portfolio optimization (2023)Fifty years of portfolio opti…An integrated multi-criteria decision-making and multi-objective optimization model for socially responsible portfolio selection (2022)An integrated multi-criteria …Multicriteria Portfolio Management (2012)Multicriteria Portfolio Manag…On the selection of equity securities: An expert systems methodology and an application on the Athens Stock Exchange (2009)On the selection of equity se…A survey on multi-criteria decision making approaches (2009)A survey on multi-criteria de…Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens Stock Exchange (2008)Common stock portfolio select…An analysis of production as an efficient combination of activities (1951)The Principles of Morals and Legislation (1988)PROMETHEE: A comprehensive literature review on methodologies and applications (2009)Multi-criteria decision analysis in environmental sciences: Ten years of applications and trends (2011)A state-of the-art survey of TOPSIS applications (2012)Decisions with Multiple Objectives—Preferences and Value Tradeoffs (1977)Value-Focused Thinking: A Path to Creative Decisionmaking (1992)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Multi‐criteria decision aid in financial decision making: methodologies and literature review (2002)Design of coordinated energy and environmental policies: use of multi-criteria decision-making (2003)GIS‐Based Multiple‐Criteria Decision Analysis (2011)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Financial Intermediation and Delegated Monitoring (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Methods of Estimating Additive Utilities (1967)Tentative guidelines to help choosing an appropriate MCDA method (1998)Belief rule-base inference methodology using the evidential reasoning Approach-RIMER (2006)MULTIPLE CRITERIA DECISION MAKING (MCDM) METHODS IN ECONOMICS: AN OVERVIEW / DAUGIATIKSLIAI SPRENDIMŲ PRIĖMIMO METODAI EKONOMIKOJE: APŽVALGA (2011)The analytic hierarchy process : planning, priority setting, resource allocation (1980)Méthodologie multicritère d'aide à la décision (1985)Multi-objective stochastic programming for portfolio selection (2005)Twenty years of linear programming based portfolio optimization (2013)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Why share knowledge? The influence of ICT on the motivation for knowledge sharing (1999)The Anatomy of a Design Theory (2007)Progress in information technology and tourism management: 20 years on and 10 years after the Internet—The state of eTourism research (2008)A review of methods supporting supplier selection (2001)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)The Value of Internet Commerce to the Customer (1999)Cognitive and Motivational Biases in Decision and Risk Analysis (2015)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1976The arbitrage theory of capital asset pricing7,081 cited
  • 1952Portfolio Selection4,609 cited
  • 2005Multiple Criteria Decision Analysis: State of the Art Surveys4,500 cited
  • 1997Decision support systems and intelligent systems2,452 cited
  • 1993Multicriteria Decision-Aid.1,403 cited
  • 1982Assessing a set of additive utility functions for multicriteria decision-making, the UTA method1,091 cited
  • 1996Value-Focused Thinking778 cited
  • 2001Preference disaggregation: 20 years of MCDA experience407 cited
  • 2003Multiple criteria decision making combined with finance: A categorized bibliographic study392 cited
  • 2002Preference disaggregation for measuring and analysing customer satisfaction: The MUSA method280 cited
  • 1993Multicriteria decision-aid.208 cited
  • 1975Decision Analysis with Multiple Conflicting Objectives, Preferences and Value Tradeoffs114 cited
  • 2000PREFDIS: a multicriteria decision support system for sorting decision problems111 cited
  • 1999Intelligent multicriteria decision support: Overview and perspectives105 cited

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  • 1980Goal programming for portfolio selection104 cited
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    • 2023Optimal Selection of Stock Portfolios Using Multi-Criteria Decision-Making Methods51 cited
    • 2023Fifty years of portfolio optimization51 cited
    • 2012Multicriteria Portfolio Management45 cited
    • 2009On the selection of equity securities: An expert systems methodology and an application on the Athens Stock Exchange25 cited