Financial Decision Aid Using Multiple Criteria : Recent Models and Applications (Multiple Criteria Decision Making)

Masri, Hatem (EDT)/ Perez-Gladish, Blanca (EDT)/ Zopounidis, Constantin (EDT)

Springer International Publishing AG（2018/01発売）

• 製本 Hardcover:ハードカバー版／ページ数 241 p.
• 言語 ENG
• 商品コード 9783319688756
• DDC分類 658.15

Full Description

This volume highlights recent applications of multiple-criteria decision-making (MCDM) models in the field of finance. Covering a wide range of MCDM approaches, including multiobjective optimization, goal programming, value-based models, outranking techniques, and fuzzy models, it provides researchers and practitioners with a set of MCDM methodologies and empirical results in areas such as portfolio management, investment appraisal, banking, and corporate finance, among others. The book addresses issues related to problem structuring and modeling, solution techniques, comparative analyses, as well as combinations of MCDM models with other analytical methodologies.

Contents

Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe.- A DSS for Designing A MCDA Study with Application in Performance Evaluation of Forecasting Models.- Interactive Portfolio Optimization Using Mean-Gini Criteria.- A Multi-objective Approach to Multi-period Portfolio Optimization with Transaction Costs.- Distance Measures for Portfolio Selection.- A Behavioral and Rational Investor Modeling to Explain Subprime Crisis: Multi Agent Systems Simulation in Artificial Financial Markets.- Empowering Cash Managers Trough Compromise Programming.- Multicriteria Evaluation of Innovation Strategies in Services in the Brazilian Insurance.- Ethics in Investment and Portfolio Selection: a review.- Multi-decision Players in R&D Investment Games.