Financial decision aid using multiple criteria : recent models and applications

著者

書誌事項

Financial decision aid using multiple criteria : recent models and applications

Hatem Masri, Blanca Pérez-Gladish, Constantin Zopounidis, editors

(Multiple criteria decision making / series editor, Constantin Zopounidis)

Springer, c2018

大学図書館所蔵 件 / 1

この図書・雑誌をさがす

注記

Based on papers of the 6th ICMFII held on June 26-29, 2016, at the Campus d'Alcoi of the Universitat Politècnica de València (Spain)

Includes bibliographical references

内容説明・目次

内容説明

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.

目次

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.

「Nielsen BookData」 より

関連文献: 1件中  1-1を表示

詳細情報

  • NII書誌ID(NCID)
    BB26108240
  • ISBN
    • 9783319688756
  • 出版国コード
    sz
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cham
  • ページ数/冊数
    xii, 241 p.
  • 大きさ
    25 cm
  • 分類
  • 親書誌ID
ページトップへ