Multi‐criteria decision aid in financial decision making: methodologies and literature review

DOI10.1002/MCDA.333zbMATH Open1141.91367OpenAlexW2006072957MaRDI QIDQ4432702FDOQ4432702

Authors: Constantin Zopounidis, Michael Doumpos 

Publication date: 29 October 2003

Published in: Journal of Multi-Criteria Decision Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mcda.333

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zbMATH Keywords

applicationsfinancemultiobjective optimizationoutranking relationsmulti-criteria decision aidpreference disaggregation analysis

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06)

Cites Work

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• Preference disaggregation: 20 years of MCDA experience.
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Cited In (39)

• Intelligent decision aiding systems based on multiple criteria for financial engineering
• An integrated approach for stock evaluation and portfolio optimization
• Multi-Attribute Portfolio Selection: New Perspectives
• Operational research and artificial intelligence methods in banking
• The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming
• Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
• Portfolio construction on the Athens stock exchange: a multiobjective optimization approach
• A multi-stage multi criteria model for portfolio management
• Incoherence measures and relations between coherence conditions for pairwise comparisons
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market
• Title not available (Why is that?)
• Multiple criteria decision aiding for finance: an updated bibliographic survey
• Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions
• New decision-making techniques and their application in the selection of financial products
• Goal-based investing based on multi-stage robust portfolio optimization
• ELECTRE: A comprehensive literature review on methodologies and applications
• ELECTRE TRI-nB: a new multiple criteria ordinal classification method
• A multicriteria methodology for equity selection using financial analysis
• Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
• Geometric compromise programming: application in portfolio selection
• Equity portfolio construction and selection using multiobjective mathematical programming
• IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
• A PROMETHEE-based approach to portfolio selection problems
• A confidence voting process for ranking problems based on support vector machines
• A novel methodology for perception-based portfolio management
• On constructing expert Betas for single-index model
• PROMETHEE: a comprehensive literature review on methodologies and applications
• Multi-criteria optimization in regression
• Robust multiobjective optimization \& applications in portfolio optimization
• Global minimum variance portfolios under uncertainty: a robust optimization approach
• Financial analysis based sectoral portfolio optimization under second order stochastic dominance
• Comments on: Multicriteria decision systems for financial problems
• Multicriteria security evaluation: does it cost to be traditional?
• Electre Tri-C: A multiple criteria sorting method based on characteristic reference actions
• Twenty years of linear programming based portfolio optimization
• Analysis of the effectiveness of the theseus multi-criteria sorting method: theoretical remarks and experimental evidence
• Financial portfolio management through the goal programming model: current state-of-the-art
• Multi-criteria Classification Methods in Financial and Banking Decisions
• A new approach to multi-criteria sorting based on fuzzy outranking relations: the THESEUS method

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