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Possible Modifications of the Multiple Criteria Assignment Method

Author

Listed:
  • Adam Borovička

    (University of Economics in Prague, Faculty of Informatics and Statistics, Department of Econometrics, Prague, Czech Republic)

Abstract

The paper introduces the multiple criteria decision making method using one of basic problems of linear programming as its computational principle; thus, the algorithm is based on the assignment problem enabling the assignment of alternatives and rank. The known basic algorithm of the assignment method is described and some modifications are proposed that take into account differences among criterial values or some stochastic elements. Finally, the article offers some practical application in investment decision making process in the field of capital market with shares funds.

Suggested Citation

  • Adam Borovička, 2013. "Possible Modifications of the Multiple Criteria Assignment Method," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 7(1), pages 055-067, March.
    • Handle: RePEc:fau:aucocz:au2013_055
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    File URL: http://auco.cuni.cz/mag/article/download/id/143/type/attachment
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    More about this item

    Keywords

    Assignment method; difference; shares fund;
    All these keywords.

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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