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Descripción
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| The main purpose of this paper is to establish bridges between the ¿behavioural economics¿ discipline and the multiple criteria decision making approach in the field of corporate financial analysis. With this purpose a multi-objective programming model valid for determining Pareto efficient strategies in a big company will be formulated. Given the huge number of efficient strategies obtained, a subset of the efficient set holding good economic an financial properties will be computed. This task will be undertaken by formulating an extension of the well-known compromise programming approach. The functioning of the proposed approach will be illustrated with the help of a case study corresponding to a big Spanish company operating in the electric generation sector. Keywords: Multi-objective programming, Compromise programming, Behavioural economics, Finance | |
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Internacional
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Si |
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Nombre congreso
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The 21st International Conference on Multiple Criteria Decision Making, Jyväskylä, Finland, June, 2011 |
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Tipo de participación
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960 |
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Lugar del congreso
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Jyväskylä, Finland |
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Revisores
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Si |
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ISBN o ISSN
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0096-3003 |
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DOI
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doi:10.1016/j.amc.2011.02.106 |
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Fecha inicio congreso
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13/06/2011 |
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Fecha fin congreso
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16/06/2011 |
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Desde la página
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0 |
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Hasta la página
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0 |
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Título de las actas
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Miguel A Martin, María L. Cuadrado, Carlos Romero (2011). Computing Efficient Financial Strategies: An Extended Compromise Programming Approach. Applied Mathematics and Computation, 217: 7831-7837. |