Sunday , June 24 2018

A New Portfolio Selection Method Based on Interval Data

Mădălina Ecaterina ANDREICA1, Ion DOBRE1, Mugurel Ionuţ ANDREICA2, Cornel RESTEANU3

1 Bucharest Academy of Economic Studies, 010552, Romania
madalina.andreica@gmail.com, dobrerio@ase.ro

2 Politehnica University of Bucharest, 060032, Romania
mugurel.andreica@cs.pub.ro

3 I C I Bucharest
(National Institute for R & D in Informatics)

8-10 Averescu Blvd.
011455 Bucharest 1, Romania
resteanu@ici.ro

Abstract: The aim of this paper is to extend a portfolio selection method based on MADM techniques for the case of interval data. In order to highlight the procedure of the proposed algorithm an example of product portfolio selection for a leasing company has been analyzed. Several numerical simulations have been performed in order to illustrate our interval data method.

Keywords: Multi-Attribute Decision Making, Imprecise Data, Shannon’s Entropy, Portfolio Selection, Leasing.

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CITE THIS PAPER AS:
Mădălina Ecaterina ANDREICA, Ion DOBRE, Mugurel Ionuţ ANDREICA, Cornel RESTEANU, A New Portfolio Selection Method Based on Interval Data, Studies in Informatics and Control, ISSN 1220-1766, vol. 19 (3), pp. 253-262, 2010.