Decision making in financial markets through multivariate ordering procedure

zbMATH Open1136.91371MaRDI QIDQ5448396FDOQ5448396

Authors: Luca Grilli, Massimo Alfonso Russo 

Publication date: 20 March 2008

Recommendations

• Ordinal principal component analysis. Theory and an application.
• Multi-criteria decision making via multivariate quantiles
• Asymptotic multivariate dominance: a financial application
• The relevance of MCDM for financial decisions
• Multivariate decision-making under risk aversion

zbMATH Keywords

multivariate datanormalizationfinancial marketsordering procedures

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Decision theory (91B06) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cited In (2)

• New decision-making techniques and their application in the selection of financial products
• Title not available (Why is that?)

This page was built for publication: Decision making in financial markets through multivariate ordering procedure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5448396)