Multicriteria Analysis in Finance

Multicriteria Analysis in Finance

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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.Before proceeding to asset allocation decisions, traders and investors evaluate and select asset classes and specific assets ... Together, with such models, portfolio managers consider a number of fundamental and technical analysis indicators. ... under consideration and the market, whereas technical analysis is employed to identify short-term trends in asset prices. For instance, in the case of equity portfolios, common fundamental indicators include stock market ratios ( market to bookanbsp;...

Title:Multicriteria Analysis in Finance
Author:Michael Doumpos, Constantin Zopounidis
Publisher:Springer Science & Business Media - 2014-04-10


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