An AHP-based decision support model for corporate bond selection and investment analysis

Victor Ziqi Liao

An AHP-based decision support model for corporate bond selection and investment analysis

Victor Ziqi Liao^*

^*Corresponding author for this work

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review

Abstract

This paper explores the use of an intuitive decision support model for evaluating and selecting corporate bonds. The model is based on the Analytic Hierarchy Process (AHP), which enables an individual investor and a portfolio manager to identify the relative impacts of multiple criteria derived from the assessment of a particular investment environment. It also allows the pairwise comparisons of several corporate bond alternatives with respect to each of the pre-determined criteria. In particular, the evaluation process can capture individual investment behavior and perceptions on different decision criteria and corporate bond alternatives. Therefore, the model can be customized to facilitate corporate bond selection and fixed income investment analysis.

Original language	English
Title of host publication	AMCIS 2005 Proceedings
Publisher	Association for Information Systems
Pages	1584-1589
Number of pages	6
ISBN (Print)	9781604235531
Publication status	Published - Aug 2005
Event	11th Americas Conference on Information Systems, AMCIS 2005 - Omaha, NE, United States Duration: 11 Aug 2005 → 15 Aug 2005 https://aisel.aisnet.org/amcis2005/ (Conference proceedings)

Publication series

Name	11th Americas Conference on Information Systems, AMCIS 2005: A Conference on a Human Scale
Volume	2

Conference

Conference	11th Americas Conference on Information Systems, AMCIS 2005
Country/Territory	United States
City	Omaha, NE
Period	11/08/05 → 15/08/05
Internet address	https://aisel.aisnet.org/amcis2005/ (Conference proceedings)

Scopus Subject Areas

Computer Science Applications
Computer Networks and Communications
Information Systems
Library and Information Sciences

User-Defined Keywords

Corporate bonds
Decision support model
Investment analysis
Selection

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Cite this

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title = "An AHP-based decision support model for corporate bond selection and investment analysis",

abstract = "This paper explores the use of an intuitive decision support model for evaluating and selecting corporate bonds. The model is based on the Analytic Hierarchy Process (AHP), which enables an individual investor and a portfolio manager to identify the relative impacts of multiple criteria derived from the assessment of a particular investment environment. It also allows the pairwise comparisons of several corporate bond alternatives with respect to each of the pre-determined criteria. In particular, the evaluation process can capture individual investment behavior and perceptions on different decision criteria and corporate bond alternatives. Therefore, the model can be customized to facilitate corporate bond selection and fixed income investment analysis.",

keywords = "Corporate bonds, Decision support model, Investment analysis, Selection",

author = "Liao, {Victor Ziqi}",

year = "2005",

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series = "11th Americas Conference on Information Systems, AMCIS 2005: A Conference on a Human Scale",

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Liao, VZ 2005, An AHP-based decision support model for corporate bond selection and investment analysis. in AMCIS 2005 Proceedings. 11th Americas Conference on Information Systems, AMCIS 2005: A Conference on a Human Scale, vol. 2, Association for Information Systems, pp. 1584-1589, 11th Americas Conference on Information Systems, AMCIS 2005, Omaha, NE, United States, 11/08/05. <https://aisel.aisnet.org/amcis2005/60/>

An AHP-based decision support model for corporate bond selection and investment analysis. / Liao, Victor Ziqi.
AMCIS 2005 Proceedings. Association for Information Systems, 2005. p. 1584-1589 (11th Americas Conference on Information Systems, AMCIS 2005: A Conference on a Human Scale; Vol. 2).

Research output: Chapter in book/report/conference proceeding › Conference proceeding › peer-review

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AB - This paper explores the use of an intuitive decision support model for evaluating and selecting corporate bonds. The model is based on the Analytic Hierarchy Process (AHP), which enables an individual investor and a portfolio manager to identify the relative impacts of multiple criteria derived from the assessment of a particular investment environment. It also allows the pairwise comparisons of several corporate bond alternatives with respect to each of the pre-determined criteria. In particular, the evaluation process can capture individual investment behavior and perceptions on different decision criteria and corporate bond alternatives. Therefore, the model can be customized to facilitate corporate bond selection and fixed income investment analysis.

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KW - Investment analysis

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An AHP-based decision support model for corporate bond selection and investment analysis

Abstract

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Conference

Scopus Subject Areas

User-Defined Keywords

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