6TH INTERNATIONAL CONFERENCE ON SOFT COMPUTING AND INTELLIGENT SYSTEMS, AND THE 13TH INTERNATIONAL SYMPOSIUM ON ADVANCED INTELLIGENT SYSTEMS 1969-1973 2012年 [査読有り]
This paper proposes a Korea fixed income portfolio by using the analytic hierarchy process (AHP). We find that each criterion plays an important role in the portfolio. Nevertheless, the effect of the AHP-portfolio on the total returns is trivial. ...