FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4284885479> ?p ?o ?g. }

• W4284885479 endingPage "31" @default.
• W4284885479 startingPage "13" @default.
• W4284885479 abstract "Due to the unavailability of time series data for newly listed stocks or products, it is a challenge for investors to make rational portfolio selection under uncertain circumstances. To solve the problem, a new approach is put forward in this paper. Firstly, the problem is considered as a multi-criteria decision making (MCDM) problem based on the assumption that the assessments are given in intuitionistic fuzzy set (IFS) form, which can better describe the uncertainty. Then, the TOPSIS method, which is widely used in MCDM problem, has been modified in two aspects. On the one hand, the new definitions of Absolute Positive Ideal Solution (APIS) and Absolute Negative Ideal Solution (ANIS) are proposed to represent the best returns and the greatest cost/risk in portfolio selection. They are more meaningful than the definitions of Positive Ideal Solution (PIS) and Negative Ideal Solution (NIS), which could only express the best and the worst case of portfolio but cannot achieve a balance between returns and risk. On the other hand, the weighted closeness coefficient is refined to offer the more appropriate results that are consistent with investors’ demands or preferences. In addition, based on distance measure of IFSs, several novel linear programming models with different constraints are proposed to allocate the investment ratios according to investors’ demands. The models can make up for the disadvantage of TOPSIS method which only considers the ranking of investments but neglects the investment ratios. Finally, compared with the conventional TOPSIS method and the IF ELECTRE Method in a numerical example, our new approach is demonstrated to be more effective and more flexible. Particularly, it can provide a more appropriate strategy in accordance with investors’ preferences and demands." @default.
• W4284885479 created "2022-07-09" @default.
• W4284885479 creator A5003742696 @default.
• W4284885479 creator A5025440256 @default.
• W4284885479 date "2022-12-01" @default.
• W4284885479 modified "2023-09-30" @default.
• W4284885479 title "Novel linear programming models based on distance measure of IFSs and modified TOPSIS method for portfolio selection" @default.
• W4284885479 cites W1980564456 @default.
• W4284885479 cites W1991552664 @default.
• W4284885479 cites W2002788332 @default.
• W4284885479 cites W2038166912 @default.
• W4284885479 cites W2068395167 @default.
• W4284885479 cites W2079767857 @default.
• W4284885479 cites W2091418786 @default.
• W4284885479 cites W2115580984 @default.
• W4284885479 cites W2163915122 @default.
• W4284885479 cites W2165408259 @default.
• W4284885479 cites W2226266143 @default.
• W4284885479 cites W2344899814 @default.
• W4284885479 cites W2345954292 @default.
• W4284885479 cites W2513225097 @default.
• W4284885479 cites W2766931335 @default.
• W4284885479 cites W2773830462 @default.
• W4284885479 cites W2781115388 @default.
• W4284885479 cites W2790418674 @default.
• W4284885479 cites W2801912503 @default.
• W4284885479 cites W2809020038 @default.
• W4284885479 cites W4211007335 @default.
• W4284885479 doi "https://doi.org/10.1016/j.eij.2022.06.002" @default.
• W4284885479 hasPublicationYear "2022" @default.
• W4284885479 type Work @default.
• W4284885479 citedByCount "5" @default.
• W4284885479 countsByYear W42848854792022 @default.
• W4284885479 countsByYear W42848854792023 @default.
• W4284885479 crossrefType "journal-article" @default.
• W4284885479 hasAuthorship W4284885479A5003742696 @default.
• W4284885479 hasAuthorship W4284885479A5025440256 @default.
• W4284885479 hasBestOaLocation W42848854791 @default.
• W4284885479 hasConcept C10138342 @default.
• W4284885479 hasConcept C11105738 @default.
• W4284885479 hasConcept C111472728 @default.
• W4284885479 hasConcept C119857082 @default.
• W4284885479 hasConcept C121332964 @default.
• W4284885479 hasConcept C124101348 @default.
• W4284885479 hasConcept C126255220 @default.
• W4284885479 hasConcept C134306372 @default.
• W4284885479 hasConcept C138885662 @default.
• W4284885479 hasConcept C162324750 @default.
• W4284885479 hasConcept C189430467 @default.
• W4284885479 hasConcept C202655437 @default.
• W4284885479 hasConcept C2776639384 @default.
• W4284885479 hasConcept C2779545769 @default.
• W4284885479 hasConcept C2780009758 @default.
• W4284885479 hasConcept C2780821815 @default.
• W4284885479 hasConcept C33923547 @default.
• W4284885479 hasConcept C41008148 @default.
• W4284885479 hasConcept C41045048 @default.
• W4284885479 hasConcept C42475967 @default.
• W4284885479 hasConcept C47431972 @default.
• W4284885479 hasConcept C51566761 @default.
• W4284885479 hasConcept C81917197 @default.
• W4284885479 hasConcept C89591040 @default.
• W4284885479 hasConcept C97355855 @default.
• W4284885479 hasConceptScore W4284885479C10138342 @default.
• W4284885479 hasConceptScore W4284885479C11105738 @default.
• W4284885479 hasConceptScore W4284885479C111472728 @default.
• W4284885479 hasConceptScore W4284885479C119857082 @default.
• W4284885479 hasConceptScore W4284885479C121332964 @default.
• W4284885479 hasConceptScore W4284885479C124101348 @default.
• W4284885479 hasConceptScore W4284885479C126255220 @default.
• W4284885479 hasConceptScore W4284885479C134306372 @default.
• W4284885479 hasConceptScore W4284885479C138885662 @default.
• W4284885479 hasConceptScore W4284885479C162324750 @default.
• W4284885479 hasConceptScore W4284885479C189430467 @default.
• W4284885479 hasConceptScore W4284885479C202655437 @default.
• W4284885479 hasConceptScore W4284885479C2776639384 @default.
• W4284885479 hasConceptScore W4284885479C2779545769 @default.
• W4284885479 hasConceptScore W4284885479C2780009758 @default.
• W4284885479 hasConceptScore W4284885479C2780821815 @default.
• W4284885479 hasConceptScore W4284885479C33923547 @default.
• W4284885479 hasConceptScore W4284885479C41008148 @default.
• W4284885479 hasConceptScore W4284885479C41045048 @default.
• W4284885479 hasConceptScore W4284885479C42475967 @default.
• W4284885479 hasConceptScore W4284885479C47431972 @default.
• W4284885479 hasConceptScore W4284885479C51566761 @default.
• W4284885479 hasConceptScore W4284885479C81917197 @default.
• W4284885479 hasConceptScore W4284885479C89591040 @default.
• W4284885479 hasConceptScore W4284885479C97355855 @default.
• W4284885479 hasIssue "4" @default.
• W4284885479 hasLocation W42848854791 @default.
• W4284885479 hasOpenAccess W4284885479 @default.
• W4284885479 hasPrimaryLocation W42848854791 @default.
• W4284885479 hasRelatedWork W1990029659 @default.
• W4284885479 hasRelatedWork W2083745613 @default.
• W4284885479 hasRelatedWork W2188669590 @default.
• W4284885479 hasRelatedWork W2209888997 @default.
• W4284885479 hasRelatedWork W2809251074 @default.
• W4284885479 hasRelatedWork W3152061335 @default.

• next