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Multiple Criteria Decision Making

Financial Decision Aid Using Multiple Criteria

Recent Models and Applications

Editors: Masri, Hatem, Pérez-Gladish, Blanca, Zopounidis, Constantin (Eds.)

  • Provides precise yet concise information on multiple-criteria models and their use in the fields of finance
  • Presents real-world studies for researchers and practitioners to understand the benefit from multiple-criteria decision models
  • Covers a wide range of MCDM approaches, including multiobjective optimization, goal programming and fuzzy models
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Buy this book

eBook £80.50
price for United Kingdom (gross)
  • ISBN 978-3-319-68876-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover £101.00
price for United Kingdom (gross)
  • ISBN 978-3-319-68875-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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.

About the authors

Hatem Masri is an Associate Professor and Director of the Quality Assurance and Accreditation office at the College of Business Administration in the University of Bahrain, Kingdom of Bahrain. He received his PhD in Management in 2004 and Master in Operations Research in 1999 from the University of Tunis, Tunisia. His research interests include multiple objective stochastic programming, supply chain management, financial engineering, and vehicle routing problems. His research has been published in several international journals (EJOR, ANOR, FSS, IJAR, …) and funded by the University of Tunis, the University of Nizwa and the University of Bahrain. He is a member of the International Society on Multiple Criteria Decision Making, IEEE and the Tunisian Decision Aid Society.

Dr Blanca Pérez Gladish is a Titular Professor in Quantitative Economics at the Faculty of Economics and Business Studies, University of Oviedo in Spain. Blanca is the responsible researcher of the Socially Responsible Investment and Sustainable Development Research Group. She is a board editor in for the International Journal of Portfolio Analysis and Management and associated editor for the International Journal of Energy Optimization and Engineering. Blanca's research focuses on Multicriteria Decision Making with particular interest in Socially Responsible Mutual Funds Portfolio Selection. Her research has obtained financial support from the University of Oviedo, MAPHRE, Spanish Ministry of Science and Technology, Spanish Ministry of Education and recently from the Spanish Ministry of Science and Innovation. She has been visitant professor in the University of Portsmouth (2004), University of Montreal (École Polytechnique, 2005), University of Oslo (2007), University of Quebec in Montreal (2009, 2010, 2011), University of Sydney (2008), Queensland University (2008), Norwegian University of Science and Technology (2010) and University of Montreal (2011). Blanca's work is published in internationally refereed journals as OMEGA, European Journal of Operational Research, Journal of the Operational Research Society, Applied Mathematics and Computation, INFOR and the Australian Journal of Management, among others.

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 School 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 Economc and Finance Sciences of Spain and Distinguished Research Professor at Audencia Business School, France. His research interests include financial engineering, financial risk management, and multiple criteria decision making. He has published over 450 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 (10 chapters)

  • Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe

    Doumpos, Michalis (et al.)

    Pages 1-17

  • A DSS for Designing an MCDA Study with Application in Performance Evaluation of Forecasting Models

    Ouenniche, Jamal (et al.)

    Pages 19-48

  • Interactive Portfolio Optimization Using Mean-Gini Criteria

    Ji, Ran (et al.)

    Pages 49-91

  • A Multi-objective Approach to Multi-period: Portfolio Optimization with Transaction Costs

    Radulescu, Marius (et al.)

    Pages 93-112

  • Distance Measures for Portfolio Selection

    Andria, Joseph (et al.)

    Pages 113-129

Buy this book

eBook £80.50
price for United Kingdom (gross)
  • ISBN 978-3-319-68876-3
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover £101.00
price for United Kingdom (gross)
  • ISBN 978-3-319-68875-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Financial Decision Aid Using Multiple Criteria
Book Subtitle
Recent Models and Applications
Editors
  • Hatem Masri
  • Blanca Pérez-Gladish
  • Constantin Zopounidis
Series Title
Multiple Criteria Decision Making
Copyright
2018
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing AG
eBook ISBN
978-3-319-68876-3
DOI
10.1007/978-3-319-68876-3
Hardcover ISBN
978-3-319-68875-6
Series ISSN
2366-0023
Edition Number
1
Number of Pages
XII, 241
Number of Illustrations
9 b/w illustrations, 19 illustrations in colour
Topics