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Trust anomalies’ judgment: Social ranking theories for portfolio construction

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  • Guidetti, Veronica
  • Insana, Alessandra

Abstract

This paper presents a novel approach to anomaly-based portfolio construction, integrating multiple market anomalies into a unified selection framework. We adapt the Majority Judgment (MJ) method from social choice theory to financial decision-making, ranking stocks based on multiple anomalies, each treated as an independent evaluation criterion.

Suggested Citation

  • Guidetti, Veronica & Insana, Alessandra, 2026. "Trust anomalies’ judgment: Social ranking theories for portfolio construction," European Journal of Operational Research, Elsevier, vol. 329(3), pages 1063-1072.
    • Handle: RePEc:eee:ejores:v:329:y:2026:i:3:p:1063-1072
    DOI: 10.1016/j.ejor.2025.07.067
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