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Selection of Agroindustry Real Estate Funds, based on the AHP-Gaussian, for an Investment Portfolio

2023; Elsevier BV; Volume: 221; Linguagem: Inglês

10.1016/j.procs.2023.08.043

1877-0509

Daniel Augusto de Moura Pereira, Alexandre Chaves Araújo, Guilherme Nascimento Araújo, Mateus José De Siqueira Silva, Bruno Pereira Diniz, João Cavalcanti Neto, Pedro Paulo Mendes Tomaz, Jordan Matheus Barbosa Araújo, Marcos dos Santos, Carlos Francısco Sımões Gomes, David de Oliveira Costa, Danillo Marcus Farias Marinho do Monte,

Capital Investment and Risk Analysis

One of the problems faced by investors in the stock market is the difficulty in choosing good assets, since, for investors without adequate knowledge, it becomes a subjective and non-quantitative process, which makes it difficult to assess whether the asset is good or not. In this sense, selecting the best FIAgro fund, based on the AHP-Gaussian multicriteria decision method, to compose a diversified investment portfolio. The collection of data referring to FIAgro was based on investment brokerages in data from the Brazilian Stock Exchange. After modeling the AHP-Gaussian method, the result indicated RZAG11 as the best FIAgro and PLCA11 the worst.