Multicriteria preference disaggregation for classification problems with an application to global investing risk
Article Abstract:
This study looks at mathematical programming and multicriteria approaches to classifying an discriminating among investment risks in 51 countries that have stock exchanges. The study looked at 27 criteria based upon market risk, investor options, regulation and other shareholder protections, and administrative problems. Multigroup Hierarchical DIScrimination (MHDIS) is the one method studied that correctly classifies all of the countries.
Publication Name: Decision Sciences
Subject: Business, general
ISSN: 0011-7315
Year: 2001
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Multicriteria preference disaggregation for classification problems with an application to global investing risk
Article Abstract:
This study looks at mathematical programming and multicriteria approaches to classifying an discriminating among investment risks in 51 countries that have stock exchanges. The study looked at 27 criteria based upon market risk, investor options, regulation and other shareholder protections, and administrative problems. Multigroup Hierarchical DIScrimination (MHDIS) is the one method studied that correctly classifies all of the countries.
Publication Name: Decision Sciences
Subject: Business, general
ISSN: 0011-7315
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
Stock evaluation using a preference disaggregation methodology
Article Abstract:
The real application of a multicriteria decision aid (MCDA) approval to portfolio selection based on preference disaggregation was studied using ordinal regression and linear programming (UTADIS method; UTilities Additives DIScriminates). Based on a case study of 98 stocks from the Athens stock exchange, the UTADIS and UTADIS I methods could be a tool for the analysis of the portfolio managers' preferences and choices.
Publication Name: Decision Sciences
Subject: Business, general
ISSN: 0011-7315
Year: 1999
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