نوع مقاله : مقاله پژوهشی
نویسندگان
1 دانشکده مدیریت مالی، دانشگاه آزاد اسلامی، واحد دبی، دبی، امارات
2 دانشگاه آزاد اسلامی، واحد تهران جنوب، باشگاه پژوهشگران جوان و نخبگان، تهران، ایران (نویسنده مسئول)
چکیده
کلیدواژهها
عنوان مقاله [English]
نویسندگان [English]
Selection of the investment strategy is a bothersome and sophisticated process because of taking into consideration a large number of quantitative and qualitative parameters like benefits, opportunities, costs, and risks. However, the parameters may have a significant influence on each other. A decision-making trial and evaluation laboratory (DEMATEL) can be used to construct a network relationship map. On the other hand, according to the information is incomplete, uncertainty is an inseparable part of making decision in solving the MCDM problems. Therefore, this paper proposes a new hybrid model based on analytic hierarchical process (AHP), DEMATEL, and Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) techniques under fuzzy environment to evaluate the problem of the selection of the investment strategy. For achieving the aim, a three-step process is presented to formulate the problem under consideration. First, the structure of the investment problem is broken into a simple hierarchy structure by using the AHP method to simply model the problem and calculate the importance weights of criteria by using a pairwise comparison process. Second, the interdependent relationships are identified by applying the DEMATEL technique. This technique is employed for computing the global weights of benefit, opportunities, cost, and risk (BOCR) factors. Finally, the fuzzy TOPSIS methodology is used for prioritizing the alternatives. To show the effectiveness of the proposed model, a case study is investigated. The results demonstrate that the proposed model is capable of prioritizing the investment strategies.
کلیدواژهها [English]