Towards Developing a DSS for Portfolio Management: A Multi-Criteria Ap proach.
Summary: Pending
Abstract: In this paper, a methodology is outlined for developing a d ecision support system (DSS) for portfolio management. This is intende d for use by a financial institution using a multi-criteria approach. The DSS is planned to embody the model base comprising Fuzzy outranki ng methodology, Analytic Hierarchy process, Markowitz model, Goal Prog ramming and Fuzzy Goal Programming. The model base will be supported by an appropriate data base and an interactive dialogue base for ease of use. The model base management system would facilitate the selecti on of an appropriate model type and the model generator enables the us e to formulate the chosen model according to ..user's requirements
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