教師資料查詢 | 類別: 期刊論文 | 教師: 李文雄 Wen-shiung Lee (瀏覽個人網頁)

標題:Analysis of decision making factors for equity investment by DEMATEL and Analytic Network Process
學年99
學期2
出版(發表)日期2011/07/01
作品名稱Analysis of decision making factors for equity investment by DEMATEL and Analytic Network Process
作品名稱(其他語言)
著者Lee, Wen-Shiung; Huang, Alex YiHou; Chang, Yong-Yang; Cheng, Chiao-Ming
單位淡江大學企業管理學系
出版者Kidlington: Pergamon
著錄名稱、卷期、頁數Expert Systems with Applications 38(7), pp.8375–8383
摘要Existing methodologies of equity investment, such as fundamental analysis, technical analysis, and institutional investor analysis, explore important factors of stock price behaviors. However, the interdependent relationships of the key factors have not yet been fully studied. This paper provides the first analysis on the interactive relationships among the factors in incorporating the methods of Decision Making Trial and Evaluation Laboratory (DEMATEL) and Analytic Network Process (ANP). The empirical results show that factors from the existing analytical methodologies have significant interactive and self-feedback dynamics. Among the key factors, profitability is the most important one affecting investment decision, followed by growth and trading volume. In addition, due to the complexity of the ANP, this study proposes a new methodology to simplify the process, and empirical evidences indicate that the approach is effective and efficient.
關鍵字DEMATEL; ANP; Investment strategy
語言英文
ISSN0957-4174
期刊性質國外
收錄於SCI
產學合作
通訊作者Huang, Alex YiHou
審稿制度
國別英國
公開徵稿
出版型式紙本
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