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Institutional Repository [SANDBOX]
Technical University of Crete
Technical University of Crete
EN
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EL
| URI | http://purl.tuc.gr/dl/dias/193239A4-98F1-42D0-A398-56E10919F465 | - |
| Identifier | http://www.tandfonline.com/doi/abs/10.1080/01495730008947352 | - |
| Identifier | https://doi.org/10.1080/01495730008947352 | - |
| Language | en | - |
| Extent | 17 pages | en |
| Title | Multicriteria sorting methodology: application to financial decision problems | en |
| Creator | Zopounidis Konstantinos | en |
| Creator | Ζοπουνιδης Κωνσταντινος | el |
| Creator | Michael Doumpos | en |
| Creator | Δουμπος Μιχαλης | el |
| Creator | Pardalos, Panos M | en |
| Publisher | Taylor & Francis | en |
| Content Summary | The primary objective in the sorting approach is to assign a set of alternatives into predefined classes. This type of problem is often encountered in many real world decision problems. During the last two decades several new approaches have been proposed to overcome the shortcomings of traditional statistical and econometric techniques. This paper focuses on the multicriteria decision aid (MCDA) approach; it briefly reviews the main MCDA sorting techniques, and presents the multigroup hierarchical discrimination method. This new MCDA sorting technique is applied to the portfolio selection problem. A comparison with discriminant analysis is also performed. Furthermore, the efficiency of the proposal approach can be easily improved for solving large-scale problems in a multiprocessing environment. | en |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-11-18 | - |
| Date of Publication | 2000 | - |
| Subject | Financial decision making | en |
| Subject | Preference disaggregation | en |
| Subject | Multicriteria decision aid | en |
| Subject | Sorting | en |
| Bibliographic Citation | M. Doumpos, C. Zopounidis and P. M. Pardalos, "Multicriteria sorting methodology: application to financial decision problems," Parall. Algorithms Applicat., vol. 15, no. 1-2, pp. 113-129, 2000. doi:10.1080/01495730008947352 | en |
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