Silva, Natan Felipe; Santos, Marcos dos; Gomes, Carlos … - In: Decision analytics journal 8 (2023), pp. 1-8
The selection of investment portfolios is a complex problem, encompassing multiple and conflicting criteria. We propose an integrated multi-criteria decision-making (MCDM) model composed of the Criteria Importance Through Intercriteria Correlation (CRITIC) method and Grey Relational Analysis...