Combined DEMATEL technique with a novel MCDM model for exploring portfolio selection based on CAPM

Expert Systems with Applications

Volumn 38, Issue 1, 2011, Pages 16-25

  Jerry Ho, Wen Rong ^a   Tsai, Chih Lung ^b   Tzeng, Gwo Hshiung ^b,c   Fang, Sheng Kai ^b  

^a CHINESE CULTURE UNIVERSITY   (Taiwan)

^b KAINAN UNIVERSITY   (Taiwan)

^c NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

ANP (analytical network process); CAPM (capital asset pricing model); DEMATEL (decision making trial and evaluation laboratory); MCDM (multiple criteria decision making); Portfolio; VIKOR (VlseKriterijumska Optimizacija I Kompromisno Resenje)

Indexed keywords

ANALYTICAL NETWORK PROCESS; CAPITAL ASSET PRICING MODEL; DEMATEL; MULTIPLE CRITERIA DECISION MAKING; PORTFOLIO; VIKOR (VLSEKRITERIJUMSKA OPTIMIZACIJA I KOMPROMISNO RESENJE);

COMMERCE; DECISION MAKING; ECONOMICS; FOUNDRY PRACTICE; INDUSTRY; INVESTMENTS; MODELS; SILICON WAFERS;

ELECTRONICS PACKAGING;

EID: 77956615304     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.05.058     Document Type: Article

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