doi: 10.7763/IJIET.2014.V4.423
The Decision Support System for Hierarchical Portfolio Management
Abstract
Securities investment in the capital market is one of the key factors in the socialism economic system.In order to optimize the return on investment, investors will build portfolio of their securities. The decision support system is intentionally developed for investment to select the securities in the Thai stock market, from a properly diversified stock portfolio, by using multi-criteria decision making technique. The hierarchical methods like AHP make complex decisions become easy make it easy in multi-criteria chosen. The system lets the user to create a rating for each criterion, calculates a relative weight to each criterion and then ranks securities listed on the stock market. Finally, the top rank security are collected to the portfolio. For further study, a decision support system for the capital investment planning and analysis to resolve, how much securities, bonds, gold, properties, and cash in hand needed to be invested, will be developed.
Keywords
- AHP
- decision support system
- portfolio management
- multi-criteria selection
How to Cite
Pradit Songsangyos, "The Decision Support System for Hierarchical Portfolio Management," International Journal of Information and Education Technology, vol. 4, no. 4, pp. 328-331, 2014. https://doi.org/10.7763/IJIET.2014.V4.423
Copyright & License
Copyright © 2014 by the authors. This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).