Financial decision aid using multiple criteria : recent models and applications /: recent models and applications. ([2018])

• Record Type: Book
• Further Information: Note: Hatem Masri, Blanca Pérez-Gladish, Constantin Zopounidis, editors.
• Editors: Masri, Hatem, 1964-; Pérez-Gladish, Blanca; Zopounidis, Constantin
• Contents: Intro; Preface; Acknowledgments; Contents; Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe; 1 Introduction; 2 Data; 3 Methodology; 3.1 Benefit-of-the-Doubt Approach; 3.2 Metafrontier Analysis; 3.3 Robust Estimation; 4 Results; 4.1 Performance Estimation; 4.2 Explanatory Econometric Analysis; 5 Conclusions and Future Perspectives; References; A DSS for Designing an MCDA Study with Application in Performance Evaluation of Forecasting Models; 1 Introduction; 2 MCDA: A Methodological Framework. 3 Performance Evaluation of Forecasting Models4 Adaptation of MCDA Methodology to Performance Evaluation of Competing Forecasting Models and Its Application; 5 Conclusion; Appendix; References; Interactive Portfolio Optimization Using Mean-Gini Criteria; 1 Introduction; 2 Mean-Gini Model; 3 Interactive Multi-Objective Optimization with Mean-Gini Criteria; 3.1 Interactive Solution Procedure; 3.2 Numerical Illustration; 4 Computational Results and Insights; 4.1 Specification of Utility Function; 4.2 Data and Experimental Design; 4.3 Computational Analysis of Interactive Solution Method. 4.4 Out-of-Sample Performance Analysis4.5 Analysis of Portfolio Allocations of MGO and MGR Model; 5 Conclusions and Future Studies; Appendix 1: Pseudo-Code for Interactive Procedure; Appendix 2: Computational Results; References; A Multi-objective Approach to Multi-period: Portfolio Optimization with Transaction Costs; 1 Introduction; 2 Multi-period Portfolio Selection Literature Review; 3 Formulation of the Multi-period Portfolio Selection Models; 3.1 The Multi-objective Multi-period Portfolio Selection Problem; 3.2 The Minimum Risk Multi-period Portfolio Selection Problem. 3.3 The Maximum Expected Return Multi-period Portfolio Selection Problem3.4 The Risk -- Expected Return Trade-Off Multi-period Portfolio Selection Problem; 4 A Goal Programming Approach to the Multi-period Multi-objective Portfolio Optimization Problem; 4.1 A GP Model for the Multi-objective Multi-period Portfolio Selection Problem with 2m Objective Functions; 4.2 A GP Model for the Multi-objective Multi-period Portfolio Selection Problem with Two Objective Functions; 5 Numerical Examples for the Minimum Risk Model; 6 Conclusion; References; Distance Measures for Portfolio Selection. 1 Introduction2 Portfolio Strategies; 2.1 The Markowitz Model and Its Extensions; 2.2 The Index Tracking Model; 3 Distance Measures: Markowitz and Index Tracking; 4 Metaheuristics; 5 Experimental Analysis; 6 Conclusion; References; A Behavioral and Rational Investor Modeling to Explain Subprime Crisis: Multi Agent Systems Simulation in Artificial FinancialMarkets; 1 Introduction; 2 Behavioral Finance and Financial Crisis; 2.1 Investor's Beliefs; 2.2 Investor's Preferences; 2.3 Mimetic Behavior; 3 The Financial Markets and the SMA Approach.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Extent: 1 online resource
• Subjects: 658.15; Business; Finance -- Decision making; Investments -- Decision making; Multiple criteria decision making; Management science; Operations research; Financial engineering; Finance; BUSINESS & ECONOMICS -- Industrial Management; BUSINESS & ECONOMICS -- Management; BUSINESS & ECONOMICS -- Management Science; BUSINESS & ECONOMICS -- Organizational Behavior; Finance -- Decision making; Investments -- Decision making; Multiple criteria decision making; Business & Economics -- Corporate Finance; Business & Economics -- Operations Research; Mathematics -- Applied; Corporate finance; Operational research; Finance; Finance & accounting; Electronic books
• Languages: English
• ISBNs: 9783319688763; 3319688766; 3319688758; 9783319688756
• Related ISBNs: 9783319688756; 3319688758
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (EBSCO, viewed January 30, 2018).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.