Ranking jerárquico del índice Dow Jones usando el método ELECTRE-III

Manuel Munoz Palma; Eva Luz  Miranda Espinoza; Pavel Anselmo  Álvarez Carrillo

doi:10.36792/rvu.v93i93.43

Authors

Manuel Munoz Palma Unison
Eva Luz Miranda Espinoza https://orcid.org/0000-0002-0992-6956
Pavel Anselmo Álvarez Carrillo Universidad Autónoma de Occidente https://orcid.org/0000-0003-4445-076X

DOI:

https://doi.org/10.36792/rvu.v93i93.43

Keywords:

multicriteria hierarchical process, FINANCIAL RATIOS, DOW JONES

Abstract

The objective of the article is to present a multicriteria hierarchical process (MCHP) approach to decision making in the selection of stocks of the main companies of the Dow Jones index. One of the problems that investors often face is deciding which stocks should be included in an investment portfolio. The article allows investors to answer this question, through an MCHP approach and the ELECTRE III method using different criteria based on the financial relationships of profitability, liquidity, market, and efficiency. In this process, the investor generates a global ranking and a ranking of each subgroup of criteria regarding the investor’s preferences.

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Author Biographies

Eva Luz Miranda Espinoza

Consultora en Negocios, Maestra en Administración Financiera, Universidad TecMilenio, Contador Público, Universidad de Sonora. Parte del grupo de investigación UADEO. Sus líneas de investigación son la lógica difusa en el campo de las finanzas y sistemas difusos. https://orcid.org/0000-0002-0992-6956,E-mail:mirandaeeva@hotmail.com, tel: (662) 127 8478

Pavel Anselmo Álvarez Carrillo, Universidad Autónoma de Occidente

Es profesor de Tiempo Completo en la Universidad Autónoma de Occidente. Actualmente es miembro del Sistema Nacional de Investigadores Nivel I. Pavel Anselmo obtuvo su grado de doctor en el Doctorado en Ciencias Administrativas de la Universidad de Occidente inscrito en el Padrón Nacional de Posgrados de Calidad SEP-CONACyT. Sus áreas de interés en la investigación incluyen, recolección de información web, análisis multicriterio y sistema de apoyo para la toma de decisiones. E-mail: pavel.alvarez@uadeo.mx. Blvd. Lola Beltrán, C.P. 80020 Culiacán Rosales, Sinaloa, México, http://orcid.org/0000-0003-4445-076X . Tel: (667) 759 1300

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