Multiple criteria decision aiding for finance: An updated bibliographic survey

Constantin Zopounidis; Emilios Galariotis; Michael Doumpos; Stavroula Sarri; Kostas Andriosopoulos

doi:10.1016/j.ejor.2015.05.032

Multiple criteria decision aiding for finance: An updated bibliographic survey

Constantin Zopounidis^*, Emilios Galariotis, Michael Doumpos, Stavroula Sarri, Kostas Andriosopoulos

^*Corresponding author for this work

Department of Accounting and Finance

Research output: Contribution to journal › Review article › peer-review

130 Scopus citations

Abstract

Finance is a popular field for applied and methodological research involving multiple criteria decision aiding (MCDA) techniques. In this study we present an up-to-date bibliographic survey of the contributions of MCDA in financial decision making, focusing on the developments during the past decade. The survey covers all main areas of financial modeling as well as the different methodological approaches in MCDA and its connections with other analytical fields. On the basis of the survey results, we discuss the contributions of MCDA in different areas of financial decision making and identify established and emerging research topics, as well as future opportunities and challenges.

Original language	English
Pages (from-to)	339-348
Number of pages	10
Journal	European Journal of Operational Research
Volume	247
Issue number	2
DOIs	https://doi.org/10.1016/j.ejor.2015.05.032
State	Published - 1 Dec 2015

Bibliographical note

Publisher Copyright:
© 2015 Elsevier B.V. and Association of European Operational Research Societies(EURO)with in the International Federation of Operational Research Societies(IFORS).All rights reserved.

Keywords

Bibliographic survey
Finance
Multiple criteria analysis

ASJC Scopus subject areas

General Computer Science
Modeling and Simulation
Management Science and Operations Research
Information Systems and Management

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10.1016/j.ejor.2015.05.032

Cite this

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title = "Multiple criteria decision aiding for finance: An updated bibliographic survey",

abstract = "Finance is a popular field for applied and methodological research involving multiple criteria decision aiding (MCDA) techniques. In this study we present an up-to-date bibliographic survey of the contributions of MCDA in financial decision making, focusing on the developments during the past decade. The survey covers all main areas of financial modeling as well as the different methodological approaches in MCDA and its connections with other analytical fields. On the basis of the survey results, we discuss the contributions of MCDA in different areas of financial decision making and identify established and emerging research topics, as well as future opportunities and challenges.",

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AU - Sarri, Stavroula

AU - Andriosopoulos, Kostas

N1 - Publisher Copyright: © 2015 Elsevier B.V. and Association of European Operational Research Societies(EURO)with in the International Federation of Operational Research Societies(IFORS).All rights reserved.

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N2 - Finance is a popular field for applied and methodological research involving multiple criteria decision aiding (MCDA) techniques. In this study we present an up-to-date bibliographic survey of the contributions of MCDA in financial decision making, focusing on the developments during the past decade. The survey covers all main areas of financial modeling as well as the different methodological approaches in MCDA and its connections with other analytical fields. On the basis of the survey results, we discuss the contributions of MCDA in different areas of financial decision making and identify established and emerging research topics, as well as future opportunities and challenges.

AB - Finance is a popular field for applied and methodological research involving multiple criteria decision aiding (MCDA) techniques. In this study we present an up-to-date bibliographic survey of the contributions of MCDA in financial decision making, focusing on the developments during the past decade. The survey covers all main areas of financial modeling as well as the different methodological approaches in MCDA and its connections with other analytical fields. On the basis of the survey results, we discuss the contributions of MCDA in different areas of financial decision making and identify established and emerging research topics, as well as future opportunities and challenges.

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M3 - Review article

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Multiple criteria decision aiding for finance: An updated bibliographic survey

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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