A study of oil and gas producers subsector portfolio using the trade-off ranking method

Ibrahim, Muhammad Akram Ramadhan and Jaini, Nor Izzati and Bahaludin, Hafizah (2025) A study of oil and gas producers subsector portfolio using the trade-off ranking method. Yugoslav Journal of Operations Research, 35 (1). pp. 69-84. ISSN 0354-0243 E-ISSN 2334-6043

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Abstract

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.

Item Type:	Article (Journal)
Uncontrolled Keywords:	Trade-off ranking, MCDM, stock selection, oil and gas.
Subjects:	Q Science > QA Mathematics
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button):	Kulliyyah of Science Kulliyyah of Science > Department of Computational and Theoretical Sciences
Depositing User:	Hafizah Bahaludin
Date Deposited:	12 Mar 2025 16:01
Last Modified:	29 Oct 2025 12:40
URI:	http://irep.iium.edu.my/id/eprint/120234

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