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The use of the preference disaggregation analysis in the assessment of financial risks

Zopounidis Konstantinos, Doumpos, Michael

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URIhttp://purl.tuc.gr/dl/dias/F6120C90-157C-4447-8018-FF25872258B4-
Languageen-
Extent19 pagesen
TitleThe use of the preference disaggregation analysis in the assessment of financial risksen
CreatorZopounidis Konstantinosen
CreatorΖοπουνιδης Κωνσταντινοςel
CreatorDoumpos, Michaelen
Content SummaryMulticriteria decision aid (MCDA) provides several methodologies which are well adapted in the assessment of financial risks which are best studied from the sorting point of view. A well known approach in MCDA is based on preference disaggregation, which has already been used in ranking problems, but it is also applicable in sorting problems. Based on the preference disaggregation approach, this paper proposes a multicriteria methodology for the study of financial risks. The UTADIS method and two of its variants are presented, and their relative classi-fication ability in assessing financial risks is evaluated through five real world financial applications involving the prediction of corporate failure, the assessment of credit card applications, the assessment of credit risk, portfolio selection and country risk evaluation.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-27-
Date of Publication1998-
SubjectCapability, Financial (Financial literacy)en
SubjectFinancial capability (Financial literacy)en
SubjectLiteracy, Financialen
Subjectfinancial literacyen
Subjectcapability financial financial literacyen
Subjectfinancial capability financial literacyen
Subjectliteracy financialen
Bibliographic CitationM. Doumpos, C. Zopounidis," The use of the preference disaggregation analysis in the assessment of financial risks," Fuzzy Ec. Review, vol. 3, no 1, pp. 39-57,1998. en

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