HA452 : Evaluation and Selection of Portfolio Manager Using Fuzzy Multi Criteria Decision Making Approach
Thesis > Central Library of Shahrood University > Industrial Engineering & Management > MSc > 2023
Authors:
Hassan Ashouri [Author], Sayyed Mojtaba Mirlohi[Supervisor], Reza Sheikh[Supervisor]
Abstarct: This research aims to rank and evaluate portfolio managers and select the most suitable portfolio manager using multi-criteria decision-making Analytical Hierarchy Process approach with interval type-2 fuzzy set. The main aim of this research is to provide a model that helps investors to choose the right portfolio manager for investment and financial decisions with appropriate criteria. The initial step in this research was to review the literature, then criteria and sub-criteria were extracted baxsed on literature and experts opinion. Using Analytical Hierarchy Process with Interval Type-2 Fuzzy Set as variables, these criteria have been prioritized, and a model has been proposed to select a suitable portfolio manager. In order to investigate the practicality of this model, five portfolio managers that working legally in the Tehran Stock Market were investigated. The experts were selected using the purposive sampling method and by distributing them the questionnaire and using the introduced model, the criteria, sub-criteria and the suitable portfolio manager were evaluated. baxsed on the results of the research, the portfolio managers were evaluated and prioritized according to the expert's opinion, and the correctness of the proposed model was determined.
Keywords:
#Portfolio manager #Fuzzy multi-criteria decision making #Analytic Hierarchy Process #Interval type-2 fuzzy set #Portfolio management criteria #Portfolio manager evaluation #Portfolio manager selection Keeping place: Central Library of Shahrood University
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