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A dematel-topsis-wings approach to the classification of multimarket investment funds

2018; INSTITUTO FEDERAL DE SÃO PAULO; Volume: 9; Issue: 4 Linguagem: Inglês

10.14807/ijmp.v9i4.822

ISSN

2236-269X

Autores

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

Tópico(s)

Stock Market Forecasting Methods

Resumo

This paper analyzes the performance of 20 multimarket investment funds in the Brazilian market from May/2015 to April/2017 in order to categorize them into 4 performance levels. The cumulative rate and the funds' volatility are calculated in 2 periods among the total periods studied, in order to generate a mutual degree of influence among the funds of each group. Next, the WINGS method is applied. This method splits each group into 2 subgroups, generating the 4 levels of classification. The use of the methodology classified 5 funds in each subgroup. The data analysis compared the obtained classification with the classification established by the cumulative rate of the funds throughout the entire period and presented 4 ways to prioritize the decision for the funds ranked higher. These 4 ways of prioritizing the decision aim at assisting investors with different points of view.

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