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Zbl 1044.90043
Steuer, Ralph E.; Na, Paul
Multiple criteria decision making combined with finance: a categorized bibliographic study. (English)
[J] Eur. J. Oper. Res. 150, No. 3, 496-515 (2003). ISSN 0377-2217

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 2000:: *90B50 Multiple-criteria decision making
90C29 Multi-objective programming, etc.

Keywords: Bibliographic study; Multiple criteria decision making; Finance; Portfolio analysis; Goal programming; Multiple objective programming; Multi-criteria decision analysis; Discrete alternative methods; Analytic hierarchy process

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