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Multiple criteria decision making combined with finance: a categorized bibliographic study. (English) Zbl 1044.90043
Summary: This paper provides a categorized bibliography on the application of the techniques of multiple criteria decision making (MCDM) to problems and issues in finance. A total of 265 references have been compiled and classified according to the methodological approaches of goal programming, multiple objective programming, the analytic hierarchy process, etc., and to the application areas of capital budgeting, working capital management, portfolio analysis, etc. The bibliography provides an overview of the literature on “MCDM combined with finance,” shows how contributions to the area have come from all over the world, facilitates access to the entirety of this heretofore fragmented literature, and underscores the often multiple criterion nature of many problems in finance.
MSC:
90B50Management decision making, including multiple objectives
90C29Multi-objective programming; goal programming