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A novel hybrid simplified group BWM and multi-criteria sorting approach for stock portfolio selection
16 references·2 citing·33 second hop
A novel hybrid simplified group BWM and multi-criteria sorting approach for stock portfolio selection (2022)A novel hybrid simplified group BWM and m…Consistency issues in the best worst method: Measurements and thresholds (2019)Consistency issues in the bes…Fuzzy best-worst multi-criteria decision-making method and its applications (2017)Fuzzy best-worst multi-criter…A supplier selection life cycle approach integrating traditional and environmental criteria using the best worst method (2016)A supplier selection life cyc…Best-worst multi-criteria decision-making method: Some properties and a linear model (2015)Best-worst multi-criteria dec…Weighting Methods and their Effects on Multi-Criteria Decision Making Model Outcomes in Water Resources Management (2014)Weighting Methods and their E…Best-worst multi-criteria decision-making method (2014)Best-worst multi-criteria dec…Multi-criteria Decision Analysis: Methods and Software (2013)Multi-criteria Decision Analy…Portfolio selection using neural networks (2005)Portfolio selection using neu…Compromise solution by MCDM methods: A comparative analysis of VIKOR and TOPSIS (2003)Compromise solution by MCDM m…Hellenistic Philosophy of Mind (1992)Hellenistic Philosophy of MindAxiomatic Foundation of the Analytic Hierarchy Process (1986)Axiomatic Foundation of the A…Multiple Attribute Decision Making: Methods and Applications (1981)Multiple Attribute Decision M…A scaling method for priorities in hierarchical structures (1977)A scaling method for prioriti…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Improving consistency based on regret theory: A multi-attribute group decision making method with linguistic distribution assessments (2023)Improving consistency based o…Analysis of the fire risks and mitigation approaches in the apparel manufacturing industry: Implications toward operational safety and sustainability (2023)Analysis of the fire risks an…The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1956)Contemporary Developments in Mathematical Psychology (1976)How to make a decision: The analytic hierarchy process (1990)The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1994)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)A New Model for Determining Weight Coefficients of Criteria in MCDM Models: Full Consistency Method (FUCOM) (2018)Multiple Attribute Decision Making (1981)Extended VIKOR method in comparison with outranking methods (2006)SELECTION OF RATIONAL DISPUTE RESOLUTION METHOD BY APPLYING NEW STEP‐WISE WEIGHT ASSESSMENT RATIO ANALYSIS (SWARA) (2010)Portfolio Selection: Efficient Diversification of Investments (1959)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)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)The Adjustment of Stock Prices to New Information (2003)The Analytic Hierarchy Process (1985)Remarks on the Analytic Hierarchy Process (1990)The Analytic Hierarchy Process—An Exposition (2001)Review of the main developments in the analytic hierarchy process (2011)Multi-criteria Decision Making Methods: A Comparative Study (2000)Multi-criteria decision making approaches for supplier evaluation and selection: A literature review (2009)Fuzzy sets (1965)Fuzzy sets (1996)Assessing the social sustainability of supply chains using Best Worst Method (2017)The state-of-the-art survey on integrations and applications of the best worst method in decision making: Why, what, what for and what's next? (2019)Sustainable supplier selection: A novel integrated fuzzy best worst method (F-BWM) and fuzzy CoCoSo with Bonferroni (CoCoSo’B) multi-criteria model (2020)Intuitionistic Fuzzy Aggregation Operators (2007)A state-of the-art survey of TOPSIS applications (2012)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

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  • 1952PORTFOLIO SELECTION*13,480 cited
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  • 2014Best-worst multi-criteria decision-making method4,366 cited
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  • 2019Consistency issues in the best worst method: Measurements and thresholds409 cited
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Hellenistic Philosophy of Mind
399 cited
  • 2005Portfolio selection using neural networks310 cited
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    • 2023Improving consistency based on regret theory: A multi-attribute group decision making method with linguistic distribution assessments37 cited