1.

Record Nr.

UNINA9910298483603321

Titolo

Multiple Criteria Decision Making in Finance, Insurance and Investment [[electronic resource] /] / edited by Minwir Al-Shammari, Hatem Masri

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015

ISBN

3-319-21158-7

Edizione

[1st ed. 2015.]

Descrizione fisica

1 online resource (279 p.)

Collana

Multiple Criteria Decision Making, , 2366-0023

Disciplina

650

Soggetti

Operations research

Decision making

Management science

Finance

Personal finance

Pension plans

Operations Research/Decision Theory

Operations Research, Management Science

Finance, general

Personal Finance/Wealth Management/Pension Planning

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references at the end of each chapters.

Nota di contenuto

Multiple Criteria in Islamic Portfolio Selection -- Multiple Criteria Decision Making and Goal Programming for Optimal Venture Capital Investments and Portfolio Management -- On Dynamic Multiple Criteria Decision Making Models: A Goal Programming Approach -- Cross-frontier DEA methodology to evaluate the relative performance of stock and mutual insurers: Comprehensive analysis -- Canadian Socially Responsible Investment Mutual Funds Performance Evaluation Using Data Envelopment Analysis -- Scalarization Methods in Multicriteria Optimization, Robustness, Risk Theory and Finance -- The Multiobjective Nature of Bonus-Malus Sys-tems in Insurance Companies -- A new Fitness Guided Crossover Operator and its application for solving the Constrained Portfolio Selection Problem -- BOCR Analysis: a Framework for Forming Portfolio of Developing



Projects -- VIKOR method with an application to borrowing terms selection -- Mutual Funds’ Socially Responsible Portfolio Selection with Fuzzy Data -- Auditing and Game theory: A survey.

Sommario/riassunto

This book is devoted to recent developments and applications of multiple criteria decision aid tools in the field of finance, insurance and investment. It illustrates recent methods and procedures designed to solve problems related to finance, insurance and portfolio selection formulated through a mathematical programming framework and for which a large number of conflicting and incommensurable objectives (criteria, attributes) is simultaneously optimized. The book introduces researchers and practitioners to recent theoretical and methodological developments in multi-attributes portfolio selection, multiple criteria analysis in finance, insurance and investment. It is based on selected and invited papers presented and discussed at the 2013 International Conference on Multidimensional Finance, Insurance and Investment (ICMFII’13), held at the College of Business Administration at the University of Bahrain from 25th to 27th November 2013 with the co-sponsorship of the International Society on Multiple Criteria Decision Making and the Institute for Operations Research and the Management Sciences - MCDM section.