A Study of Oil and Gas Producers Subsector Portfolio Using the Trade-off Ranking Method
DOI:
https://doi.org/10.2298/YJOR230815021IKeywords:
Trade-off ranking, MCDM, stock selection, oil and gasAbstract
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.References
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