SpringerBriefs in Operations Research

Multicriteria Analysis in Finance

Authors: Doumpos, Michael, Zopounidis, Constantin

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About this book

This book provides a concise introduction into the fundamentals and applied techniques of multiple criteria decision making in the finance sector. Based on an analysis of the nature of financial decisions and the general methods of financial modelling, risk management and financial engineering, the book introduces into portfolio management, banking management and credit scoring. Finally the book presents an overview of further applications of multi criteria analysis in finance and gives an outlook on future perspectives for the application of MCDA in finance.

About the authors

Michael Doumpos holds a PhD in operations research (2000) and a MSc in Production Engineering and Management (1997) from the Technical University of Crete, where he currently holds an Assistant Professor position. His research interests include multiple criteria decision making, decision support systems, computational pattern recognition and financial risk management. He has published over 50 research articles in premier international journals. He has also co-authored several books, edited volumes, book chapters, conference papers and edited special issues. Prof. Doumpos is associate editor of OMEGA and recipient of the best reviewer award from the European Journal of Operational Research (2010 and 2012).

Constantin Zopounidis is the Director of the Financial Engineering Laboratory. Prof. Zopounidis received his Doctorat D'Etat (1986) in management science, a D.E.A. (1982) in financial management from the University of Paris-IX Dauphine and a B.A. in Business Administration from the University of Macedonia. Prof. Zopounidis has been with the Dept. of Production Engineering and Management of the Technical University of Crete since 1987 and served as Chairman of the Department during the period 2001-2005. Prof. Zopounidis is elected member of the Royal Academy of Economic and Finance Sciences of Spain and Distinguished Research Professor at Audencia Group, Nantes School of Management.

His research interests include financial engineering, financial risk management and multiple criteria decision making. He has published over 300 papers in premier international journals, edited volumes, and conference proceedings. He has also published several books and edited volumes on financial engineering and operations research. Prof. Zopounidis is Editor-in-Chief and member of the editorial board of several international journals. For his research work, Prof. Zopounidis has received awards and honorary distinctions from international research organizations, including among others the ΜΟISIL International Foundation, the Decision Sciences Institute, the European Association of Management and Business Economics, the Royal Academy of Doctors of Spain, the Hellenic Operational Research Society, the International Association for Fuzzy Set Management and Economy and the International MCDM Society.

Table of contents (7 chapters)

  • Introduction to Financial Decision Making

    Doumpos, Michael (et al.)

    Pages 1-10

  • An Overview of Multiple Criteria Decision Aid

    Doumpos, Michael (et al.)

    Pages 11-21

  • Banking Management

    Doumpos, Michael (et al.)

    Pages 23-41

  • Credit Scoring

    Doumpos, Michael (et al.)

    Pages 43-59

  • Portfolio Management

    Doumpos, Michael (et al.)

    Pages 61-81

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-3-319-05864-1
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA
  • ISBN 978-3-319-05863-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Multicriteria Analysis in Finance
Authors
Series Title
SpringerBriefs in Operations Research
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
The Author(s)
eBook ISBN
978-3-319-05864-1
DOI
10.1007/978-3-319-05864-1
Softcover ISBN
978-3-319-05863-4
Series ISSN
2195-0482
Edition Number
1
Number of Pages
VIII, 109
Number of Illustrations and Tables
15 b/w illustrations
Topics