engleski

Portfolio selection model based on technical, fundamental and market value analysis

The aim of this paper is to develop decision- making model for selecting optimal portfolio in stock exchange based on technical and fundamental analysis. In the first step of the model the set of stocks are selected based on technical analysis. In the second step optimal portfolio will be formed from selected stocks using multi criteria method. The method is based on PROMETHEE II approach and different accounting criteria and those based on market values are used. The selected model has been applied in Zagreb Stock Exchange (ZSE) as a real case.

Financial Modelling; Optimization Modeling

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