A study of oil and gas producers subsector portfolio using the trade-off ranking method
In the topic of stock selection, numerous multi-criteria decision-making (MCDM) techniques have been applied to handle selection difficulties. This paper proposes a compromise approach for the subsector stocks of oil and gas companies, motivated by the pandemic crisis and the political issue in Mala...
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| Format: | Article |
| Language: | English |
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2024
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| Online Access: | http://umpir.ump.edu.my/id/eprint/42003/1/A%20study%20of%20oil%20and%20gas%20producers%20subsector%20portfolio.pdf |
| _version_ | 1811138530768846848 |
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| author | Muhammad Akram Ramadhan, Ibrahim Nor Izzati, Jaini Hafizah, Bahaludin |
| author_facet | Muhammad Akram Ramadhan, Ibrahim Nor Izzati, Jaini Hafizah, Bahaludin |
| author_sort | Muhammad Akram Ramadhan, Ibrahim |
| collection | UMP |
| description | In the topic of stock selection, numerous multi-criteria decision-making (MCDM) techniques have been applied to handle selection difficulties. This paper proposes a compromise approach for the subsector stocks of oil and gas companies, motivated by the pandemic crisis and the political issue in Malaysia. The paper presents a novel analysis of the existing trade-off ranking (TOR) method for ranking the stocks of oil and gas producers in conflicting multi-criteria problems. As a result, the TOR technique ranks the subsector stocks effectively for two criteria weights. Comparison with TOPSIS shows that both methods exhibit similar performance. |
| first_indexed | 2024-09-25T03:51:40Z |
| format | Article |
| id | UMPir42003 |
| institution | Universiti Malaysia Pahang |
| language | English |
| last_indexed | 2024-09-25T03:51:40Z |
| publishDate | 2024 |
| record_format | dspace |
| spelling | UMPir420032024-07-18T06:56:13Z http://umpir.ump.edu.my/id/eprint/42003/ A study of oil and gas producers subsector portfolio using the trade-off ranking method Muhammad Akram Ramadhan, Ibrahim Nor Izzati, Jaini Hafizah, Bahaludin QA Mathematics In the topic of stock selection, numerous multi-criteria decision-making (MCDM) techniques have been applied to handle selection difficulties. This paper proposes a compromise approach for the subsector stocks of oil and gas companies, motivated by the pandemic crisis and the political issue in Malaysia. The paper presents a novel analysis of the existing trade-off ranking (TOR) method for ranking the stocks of oil and gas producers in conflicting multi-criteria problems. As a result, the TOR technique ranks the subsector stocks effectively for two criteria weights. Comparison with TOPSIS shows that both methods exhibit similar performance. 2024-06-10 Article PeerReviewed pdf en cc_by_nc_nd_4 http://umpir.ump.edu.my/id/eprint/42003/1/A%20study%20of%20oil%20and%20gas%20producers%20subsector%20portfolio.pdf Muhammad Akram Ramadhan, Ibrahim and Nor Izzati, Jaini and Hafizah, Bahaludin (2024) A study of oil and gas producers subsector portfolio using the trade-off ranking method. Yugoslav Journal of Operations Research. pp. 1-16. ISSN 0354-0243. (In Press / Online First) (In Press / Online First) https://doi.org/10.2298/YJOR230815021I https://doi.org/10.2298/YJOR230815021I |
| spellingShingle | QA Mathematics Muhammad Akram Ramadhan, Ibrahim Nor Izzati, Jaini Hafizah, Bahaludin A study of oil and gas producers subsector portfolio using the trade-off ranking method |
| title | A study of oil and gas producers subsector portfolio using the trade-off ranking method |
| title_full | A study of oil and gas producers subsector portfolio using the trade-off ranking method |
| title_fullStr | A study of oil and gas producers subsector portfolio using the trade-off ranking method |
| title_full_unstemmed | A study of oil and gas producers subsector portfolio using the trade-off ranking method |
| title_short | A study of oil and gas producers subsector portfolio using the trade-off ranking method |
| title_sort | study of oil and gas producers subsector portfolio using the trade off ranking method |
| topic | QA Mathematics |
| url | http://umpir.ump.edu.my/id/eprint/42003/1/A%20study%20of%20oil%20and%20gas%20producers%20subsector%20portfolio.pdf |
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