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The TODIM multi-criteria method applied to the ANBIMA ranking of Brazilian investment funds

Author

Listed:
  • Frederico Silva Valentim Sallum
  • Luiz Flavio Autran Monteiro Gomes
  • Maria Augusta Soares Machado

Abstract

ANBIMA, the Brazilian Financial and Capital Markets Association, monthly presents the ranking of investment funds management by category. This ranking makes available information about the management of resources from players that invested in funds in Brazil. The institutions that are included in this ranking are ordered based on the total amount of the net equity under management in all categories of investment funds. The research presented in this article applies the TODIM multi-criteria method for building the ANBIMA ranking of June 2017 using the ten best-positioned institutions. In order to accomplish this, each participating institution is considered as an alternative and each category of investment fund functions as a criterion. This allows for a comparison between the ANBIMA ranking against the ranking obtained by using the TODIM method. This comparison points to the possibility of making use of a new, enriched system to order the institutions based on pairwise analyses and taking into account expressions of gains and losses.

Suggested Citation

  • Frederico Silva Valentim Sallum & Luiz Flavio Autran Monteiro Gomes & Maria Augusta Soares Machado, 2020. "The TODIM multi-criteria method applied to the ANBIMA ranking of Brazilian investment funds," International Journal of Business and Systems Research, Inderscience Enterprises Ltd, vol. 14(1), pages 56-73.
    • Handle: RePEc:ids:ijbsre:v:14:y:2020:i:1:p:56-73
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