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BIBTEX RIS

A multicriteria approach to the prioritisation of stock investment funds

2018; Inderscience Publishers; Volume: 13; Issue: 1 Linguagem: Inglês

10.1504/ijbsr.2019.10016538

ISSN

1751-2018

Autores

Frederico Silva Valentim Sallum, Luiz Flávio Autran Monteiro Gomes, Maria Augusta Soares Machado,

Tópico(s)

Multi-Criteria Decision Making

Resumo

In this paper the performance of nine stock investment funds present in the Brazilian market is analysed for the period from May 2015 to April 2017. The key objective is to establish four ways to rank the funds under analysis taking into account future financial contributions and investors with different points of view. Initially the TOPSIS method is applied considering the months as criteria and this leads to producing a degree of power for each fund. By using returns of the funds the accumulated rate and volatility are determined for each fund in two periods. As a next step the degree of influence between funds is computed and the WINGS method is applied. WINGS leads to four prioritisations of the funds in order to fit to the different points of views of financial experts.

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