scholarly journals Min cost improvement and max gain stability in multicriteria sorting methods on combinatorial domains

2021 ◽  
Author(s):  
Nawal Benabbou ◽  
Hugo Martin ◽  
Patrice Perny
Keyword(s):  
Multicriteria Sorting

scholarly journals Constrained Multicriteria Sorting Method Applied to Portfolio Selection

2011 ◽  
pp. 331-343 ◽  
Author(s):  
Jun Zheng ◽  
Olivier Cailloux ◽  
Vincent Mousseau
Keyword(s):  
Portfolio Selection ◽  
Sorting Method ◽  
Multicriteria Sorting

MULTICRITERIA SORTING METHODOLOGY: APPLICATION TO FINANCIAL DECISION PROBLEMS

2000 ◽  
Vol 15 (1-2) ◽  
pp. 113-129 ◽  
Author(s):  
MICHAEL DOUMPOS ◽  
CONSTANTIN ZOPOUNIDIS ◽  
PANOS M. PARDALOS
Keyword(s):  
Decision Problems ◽  
Financial Decision ◽  
Multicriteria Sorting

Stepclass-based approach to multicriteria sorting

2015 ◽  
Vol 42 (6) ◽  
pp. 481-489 ◽  
Author(s):  
E. M. Furems
Keyword(s):  
Multicriteria Sorting

Enhancing multipath routing using an efficient multicriteria sorting technique

2020 ◽  
Vol 10 (6) ◽  
pp. 675
Author(s):  
Layla Aziz ◽  
Said Raghay ◽  
Hanane Aznaoui
Keyword(s):  
Multipath Routing ◽  
Sorting Technique ◽  
Multicriteria Sorting

Enhancing multipath routing using an efficient multicriteria sorting technique

2020 ◽  
Vol 10 (6) ◽  
pp. 675
Author(s):  
Layla Aziz ◽  
Hanane Aznaoui ◽  
Said Raghay
Keyword(s):  
Multipath Routing ◽  
Sorting Technique ◽  
Multicriteria Sorting

scholarly journals Sovereign Credit Risk Assessment with Multiple Criteria Using an Outranking Method

2018 ◽  
Vol 2018 ◽  
pp. 1-11 ◽  
Author(s):  
Diogo F. de Lima Silva ◽  
Julio Cezar Soares Silva ◽  
Lucimário G. O. Silva ◽  
Luciano Ferreira ◽  
Adiel T. de Almeida-Filho
Keyword(s):  
Risk Assessment ◽  
Default Risk ◽  
Numerical Application ◽  
Rating Agencies ◽  
Sovereign Credit ◽  
Outranking Method ◽  
Proposed Model ◽  
Sovereign Credit Risk ◽  
Multicriteria Sorting

In view of the records of failures in rating agencies’ assessments for sorting countries’ quality of credit in degrees of default risk, this paper proposes a multicriteria sorting model using reference alternatives so as to allocate sovereign credit securities into three categories of risk. From a numerical application, what was observed from the results was a strong adherence of the model in relation to those of the agencies: Standard & Poor's and Moody's. Since the procedure used by the agencies is extremely subjective and often questioned, the contribution of this paper is to put forward the use of an objective and transparent methodology to sort these securities. Given the agencies’ conditions for undertaking the assessment, a complete similarity between the results obtained and the assignments of the agencies was not expected. Therefore, this difference arises from subjective factors that the agencies consider but the proposed model does not. Such subjective and questionable aspects have been partly responsible for the credibility of these credit agencies being diminished, especially after the 2007-2008 crisis.

Sign in / Sign up

Export Citation Format

Share Document