Muhammad Akram Ramadhan, Ibrahim and Nor Izzati, Jaini and Hafizah, Bahaludin (2024) A study of oil and gas producers subsector portfolio using the trade-off ranking method. Yugoslav Journal of Operations Research. pp. 1-16. ISSN 0354-0243. (In Press / Online First) (In Press / Online First)
|
Pdf
A study of oil and gas producers subsector portfolio.pdf Available under License Creative Commons Attribution Non-commercial No Derivatives. Download (478kB) | Preview |
Abstract
In the topic of stock selection, numerous multi-criteria decision-making (MCDM) techniques have been applied to handle selection difficulties. This paper proposes a compromise approach for the subsector stocks of oil and gas companies, motivated by the pandemic crisis and the political issue in Malaysia. The paper presents a novel analysis of the existing trade-off ranking (TOR) method for ranking the stocks of oil and gas producers in conflicting multi-criteria problems. As a result, the TOR technique ranks the subsector stocks effectively for two criteria weights. Comparison with TOPSIS shows that both methods exhibit similar performance.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Trade-off ranking; MCDM; Stock selection; Oil and gas |
| Subjects: | Q Science > QA Mathematics |
| Faculty/Division: | Institute of Postgraduate Studies Center for Mathematical Science |
| Depositing User: | Mrs Norsaini Abdul Samat |
| Date Deposited: | 18 Jul 2024 06:56 |
| Last Modified: | 18 Jul 2024 06:56 |
| URI: | http://umpir.ump.edu.my/id/eprint/42003 |
| Download Statistic: | View Download Statistics |
Actions (login required)
 |
View Item |