3509. A Neutrosophic Decision-Making Framework for Portfolio Stock Selection
Invited abstract in session Selected Aspects of International Finance and OR 1, stream Selected Aspects of International Finance and OR.
Authors (first author is the speaker)
| 1. | Ozan Apaydın
|
| İstanbul Nişantaşı University | |
| 2. | Zerrin ALADAĞ
|
| Industrial Engineering, Kocaeli University |
Abstract
Portfolio stock selection is a challenging process that may result in potentially risky outcomes. This is largely because the process depends on forecasts about the future that are inherently uncertain, while the information guiding the decision is affected by epistemic uncertainty. This study aims to provide a framework for the process of building a stock portfolio by combining mathematical models and a neutrosophic decision-making method. Uncertainties are incorporated alongside the information influencing decision-making. This allows for a more accountable portfolio selection in retrospect.
Keywords
- Finance
- Multi-Criteria Decision Analysis
Status: accepted
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