An integrated generalized TODIM model for portfolio selection based on financial performance of firms

作者：

Highlights：

• Develop an integrated generalized TODIM model for portfolio selection.

• A multi-dimensional criteria system is put forward for portfolio selection.

• A multi-stage generalized TODIM decision mechanism is implemented.

• A novel multi-objective MV portfolio selection model is constructed.

摘要

•Develop an integrated generalized TODIM model for portfolio selection.•A multi-dimensional criteria system is put forward for portfolio selection.•A multi-stage generalized TODIM decision mechanism is implemented.•A novel multi-objective MV portfolio selection model is constructed.

论文关键词：Multi-criteria decision making,Financial performance evaluation,Portfolio selection,Generalized TODIM,Multi-objective optimization

论文评审过程：Received 7 September 2021, Revised 21 March 2022, Accepted 9 April 2022, Available online 27 April 2022, Version of Record 14 May 2022.

论文官网地址：https://doi.org/10.1016/j.knosys.2022.108794