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.
Multi-Attribute Decision Making, Imprecise Data, Shannon’s Entropy, Portfolio Selection, Leasing
Madalina Ecaterina Andreica, Ion Dobre, Mugurel Ionut 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. https://doi.org/10.24846/v19i3y201005
All articles published by Studies in Informatics and Control (SIC) are published in accordance with the terms and conditions of the Creative Commons Attribution License (CC BY-NC-SA 4.0).