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  4. A Multicriteria Approach to Integration and Evaluation of Investment Portfolios: The New York Stock Exchange
 
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A Multicriteria Approach to Integration and Evaluation of Investment Portfolios: The New York Stock Exchange
Alvarez Carrillo. Pavel Anselmo
Miranda Espinoza, Eva Luz
Muñoz Palma, Manuel
Dr. León-Castro, Ernesto 
10.15446/innovar.v34n93.99070
Universidad Nacional de Colombia
2023
One of the problems investors often face is deciding on the stocks to include in an investment portfolio. Hence, this article seeks to select investment portfolios considering the 30 leading companies listed on the New York Stock Exchange (NYSE) of the Dow Jones Index. Portfolio selection in this index is carried out by generating a previous ranking of the shares with a novel approach that analyzes their performance using a multiple criteria hierarchical process (MCHP). The current research allows the evaluation of shares and optimizing a portfolio, while developing a procedure that supports a decision-making process for organizations or practitioners to invest in the stock market. The results of analyzing the NYSE generated a portfolio that can be used for interested investors. The main contribution of the application of MCHP and Markowitz model is related to the possibility of replicating the developed procedure to select portfolios in other stock markets.
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ELECTRE-III
Markowitz model
Multiple criteria hierarchical process
NYSE
Portfolio selection
Stock exchange
Historial de mejoras
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