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Vikor Method With Z Number Approach For Portfolio Selection Decision, Zamali Tarmudi, Shamsatun Nahar Ahmad, Siti Afiqah Mohammad, Ahmad Faiz Ghazali, Mazlyda Abd Rahman, Yaya Sudarya Triana

Malaysian Journal of Computing (MJoC)

Investors and decision makers (DMs) have become increasingly interested in portfolio selection in a borderless world in recent years. In real-world market situations, the performance of a great number of portfolios is typically unpredictable due to the presence of uncertainty and unreliable factors in numerous criteria. Therefore, it is essential to increase investor returns and promote an investment strategy through thorough evaluation. This occurrence becomes critical if the DMs employ an unsuitable strategy that fails to handle both aspects in a prudent manner. Due to its importance, this paper implements a VIKOR method with a Z-number approach for selecting the …