Exploring the specific capacity of different multi criteria decision making approaches under uncertainty using data from financial markets
作者:
Highlights:
• Multiple criteria decision-making techniques were compared objectively.
• The capacity of the methods with outputs rather than inputs are analyzed.
• Share prices used as a proxy for determining the methods' capacity.
• 10 various methods were compared for financial performance analysis.
• Results show that some methods consistently correlate better with stock price.
摘要
•Multiple criteria decision-making techniques were compared objectively.•The capacity of the methods with outputs rather than inputs are analyzed.•Share prices used as a proxy for determining the methods' capacity.•10 various methods were compared for financial performance analysis.•Results show that some methods consistently correlate better with stock price.
论文关键词:Multi Criteria Analysis,Share Return,Financial Performance,Spearman’s Correlation Coefficient
论文评审过程:Received 6 November 2021, Revised 12 January 2022, Accepted 24 February 2022, Available online 1 March 2022, Version of Record 5 March 2022.
论文官网地址:https://doi.org/10.1016/j.eswa.2022.116755