A prospect theory-based group decision approach considering consensus for portfolio selection with hesitant fuzzy information

作者：

Highlights：

• The problem of portfolio selection is solved by a group decision-making process.

• The psychological behavior of experts is considered with the prospect theory.

• A new prospect value function is proposed under the hesitant fuzzy environment.

• Comparison analyses are given to illustrate the validity of the approach.

摘要

•The problem of portfolio selection is solved by a group decision-making process.•The psychological behavior of experts is considered with the prospect theory.•A new prospect value function is proposed under the hesitant fuzzy environment.•Comparison analyses are given to illustrate the validity of the approach.

论文关键词：Portfolio selection,Group decision making,Prospect theory,Consensus process

论文评审过程：Received 23 August 2018, Revised 20 December 2018, Accepted 23 December 2018, Available online 28 December 2018, Version of Record 15 February 2019.

论文官网地址：https://doi.org/10.1016/j.knosys.2018.12.029