انتخاب پرتفوی سهام با استفاده از شواهد نظریه دمپستر-شفر
الموضوعات : دانش سرمایهگذاریشعبان محمدی 1 , نادر نقش بندی 2 , هادی سعیدی 3
1 - کارشناسی ارشد حسابداری، موسسه آموزش عالی حکیم نظامی قوچان، قوچان، ایران. (نویسنده مسئول)
2 - استادیار گروه حسابداری،موسسه آموزش عالی حکیم نظامی قوچان، قوچان، ایران
3 - استادیار گروه حسابداری، واحد شیروان، دانشگاه آزاد اسلامی، شیروان، ایران
الکلمات المفتاحية: پرتفوی سهام, دمپستر-شفر, بهینه سازی, روش فازی,
ملخص المقالة :
درمدل ریسک و بازده برای انتخاب پرتفوی سهام از داده های تاریخی دارایی استفاده می گردد. عوامل بحرانی نیز وجود دارد که به طور مستقیم یا غیر مستقیم بر بازار سهام تاثیر می گذارد.در پژوهش حاضر از روش دلفی فازی برای شناسایی عوامل بحرانی و از فاکتورهای دارای ضریب همبستگی پایین استفاده شد.از عوامل بحرانی و داده های تاریخی برای تطبیق تئوری شواهد دمپستر-شفر برای رتبه بندی سهام استفاده شد. نمونه گیری با استفاده از سهام موجود در بورس اوراق بهادار تهران و شبیه سازی توسط بهینه سازی کولونی مورچه و همچنین از نرم افزار متلب برای پیاده سازی استفاده گردید. عملکرد نتایج در مقایسه با عملکرد اخیر دارایی ها رضایت بخش است.
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