Financial Decision Aid Using Multiple Criteria Recent Models and Applications [Hardcover]

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.Multiattribute Assessment of the Financial Performance of Non-life Insurance Companies: Empirical Evidence from Europe.-?A DSS for Designing A MCDA Study with Application in Performance Evaluation of Forecasting Models.-?Interactive Portfolio Optimization Using Mean-Gini Criteria.-?A Multi-objective Approach to Multi-period Portfolio Optimization with Transaction Costs.-?Distance Measures for Portfolio Selection.-?A Behavioral and Rational Investor Modeling to Explain Subprime Crisis: Multi Agent Systems Simulation in Artificial Financial Markets.-?Empowering Cash Managers Trough Compromise Programming.-?Multicriteria Evaluation of Innovation Strategies in Services in the Brazilian Insurance.-?Ethics in Investment and Portfolio Selection: a review.-?Multi-decision Players in R&D Investment Games.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 internl³D