การคัดเลือกกองทุนรวมโดยใช้การตัดสินใจหลายเกณฑ์

Abstract

This study was to study the selection of mutual funds using a multi-criteria decision. It consists of a Weighted Goal Programming model and MinMax Goal Programming, which consists of 6 main goals: 1) Rate of Return, 2) Risk, 3) Duration of the Fund, 4) Return on investment from dividend,5) Mutual fund size, and 6) Mutual fund fees using monthly data for mutual funds that have an equity investment policy in Thailand, excluding a total of 150 LTF and RMF mutual funds from 2012 to 2017 under participation. Objectives are weighted by decision makers who use the AHP model to guide effective mutual fund selection decisions. The results of the study showed that the use of the Multi-Choice Goal Programming (MCGP) model by using decision makers was involved able to achieve the objective value and give the objective value the best compared to other models studied. This is becauseof the importance of each objective is defined and can be adjusted according to different situations. It also has the flexibility to suit each individual or organization which has the following values yield objective is 0.87% per month, risk objective is 0.86% per month, fund aging objective is 10 years, the dividend yield objective is 0.33% per month, fund size objective is equal to 2,687,212,194 beats per month and the fund's fee objectives are 0.12% per month, respectively.