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A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method

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  1. Mohammad Mahdi Mousavi & Jamal Ouenniche & Kaoru Tone, 2023. "A dynamic performance evaluation of distress prediction models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 756-784, July.
  2. Pinho, Margarida & Costa, Ana Sara & Meneses, Marta & Manso, Joana, 2023. "A multiple criteria sorting method for supporting the maintenance management of medical ventilators: The case of Hospital da Luz Lisboa," Socio-Economic Planning Sciences, Elsevier, vol. 86(C).
  3. Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1581-1599, October.
  4. Pranith Kumar Roy & Krishnendu Shaw & Alessio Ishizaka, 2023. "Developing an integrated fuzzy credit rating system for SMEs using fuzzy-BWM and fuzzy-TOPSIS-Sort-C," Annals of Operations Research, Springer, vol. 325(2), pages 1197-1229, June.
  5. Luca Zanin, 2022. "Estimating the effects of ESG scores on corporate credit ratings using multivariate ordinal logit regression," Empirical Economics, Springer, vol. 62(6), pages 3087-3118, June.
  6. Alvarez, Pavel Anselmo & Valdez, Cuitláhuac & Dutta, Bapi, 2022. "Analysis of the innovation capacity of Mexican regions with the multiple criteria hierarchy process," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
  7. Kadziński, Miłosz & Ghaderi, Mohammad & Dąbrowski, Maciej, 2020. "Contingent preference disaggregation model for multiple criteria sorting problem," European Journal of Operational Research, Elsevier, vol. 281(2), pages 369-387.
  8. Carlo Alberto Magni & Stefano Malagoli & Andrea Marchioni & Giovanni Mastroleo, 2020. "Rating firms and sensitivity analysis," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 71(12), pages 1940-1958, December.
  9. Diana Barro & Marco Corazza & Gianni Filograsso, 2023. "A ESG rating model for European SMEs using multi-criteria decision aiding," Working Papers 2023: 27, Department of Economics, University of Venice "Ca' Foscari".
  10. Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso, 2021. "MURAME parameter setting for creditworthiness evaluation: data-driven optimization," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 295-339, June.
  11. Liu, Jiapeng & Kadziński, Miłosz & Liao, Xiuwu & Mao, Xiaoxin & Wang, Yao, 2020. "A preference learning framework for multiple criteria sorting with diverse additive value models and valued assignment examples," European Journal of Operational Research, Elsevier, vol. 286(3), pages 963-985.
  12. Paulo Cesar Schotten & Leydiana Sousa Pereira & Danielle Costa Morais, 2022. "Credit granting sorting model for financial organizations," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-24, December.
  13. Shi, Baofeng & Chi, Guotai & Li, Weiping, 2020. "Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach," Economic Modelling, Elsevier, vol. 85(C), pages 420-428.
  14. Chrysovalantis Gaganis & Panagiota Papadimitri & Menelaos Tasiou, 2021. "A multicriteria decision support tool for modelling bank credit ratings," Annals of Operations Research, Springer, vol. 306(1), pages 27-56, November.
  15. Ishizaka, Alessio & Lokman, Banu & Tasiou, Menelaos, 2021. "A Stochastic Multi-criteria divisive hierarchical clustering algorithm," Omega, Elsevier, vol. 103(C).
  16. Jiang, Wen-Hui & Xu, Ling & Chen, Zhen-Song & Govindan, Kannan & Chin, Kwai-Sang, 2022. "Financing equilibrium in a capital constrained supply Chain: The impact of credit rating," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 157(C).
  17. Pereira, André Alves & Pereira, Miguel Alves, 2023. "Energy storage strategy analysis based on the Choquet multi-criteria preference aggregation model: The Portuguese case," Socio-Economic Planning Sciences, Elsevier, vol. 85(C).
  18. Kadziński, Miłosz & Stamenković, Mladen & Uniejewski, Maciej, 2022. "Stepwise benchmarking for multiple criteria sorting," Omega, Elsevier, vol. 108(C).
  19. Zhen Zhang & Zhuolin Li, 2023. "Consensus-based TOPSIS-Sort-B for multi-criteria sorting in the context of group decision-making," Annals of Operations Research, Springer, vol. 325(2), pages 911-938, June.
  20. Julio Cezar Soares Silva & Diogo Ferreira de Lima Silva & Luciano Ferreira & Adiel Teixeira de Almeida-Filho, 2022. "A dominance-based rough set approach applied to evaluate the credit risk of sovereign bonds," 4OR, Springer, vol. 20(1), pages 139-164, March.
  21. Erick P. Massami & Malima M. Manyasi, 2021. "Analysis of determinants of work performance for seafarers based on fuzzy Electre model," Journal of Shipping and Trade, Springer, vol. 6(1), pages 1-20, December.
  22. Jaspreet Kaur & Madhu Vij & Ajay Kumar Chauhan, 2023. "Signals influencing corporate credit ratings—a systematic literature review," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 50(1), pages 91-114, March.
  23. Liu, Xianliang & Ma, Yonghao, 2021. "A method to analyze the rank reversal problem in the ELECTRE II method," Omega, Elsevier, vol. 102(C).
  24. Pranith Kumar Roy & Krishnendu Shaw, 2022. "Developing a multi-criteria sustainable credit score system using fuzzy BWM and fuzzy TOPSIS," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(4), pages 5368-5399, April.
  25. Pereira, Miguel Alves & Marques, Rui Cunha, 2022. "Is sunshine regulation the new prescription to brighten up public hospitals in Portugal?," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
  26. Pranith Kumar Roy & Krishnendu Shaw, 2021. "A multicriteria credit scoring model for SMEs using hybrid BWM and TOPSIS," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
  27. Konrad Kułakowski, 2020. "On the Geometric Mean Method for Incomplete Pairwise Comparisons," Mathematics, MDPI, vol. 8(11), pages 1-12, October.
  28. Jiapeng Liu & Miłosz Kadziński & Xiuwu Liao & Xiaoxin Mao, 2021. "Data-Driven Preference Learning Methods for Value-Driven Multiple Criteria Sorting with Interacting Criteria," INFORMS Journal on Computing, INFORMS, vol. 33(2), pages 586-606, May.
  29. Wang, Liang & Zhang, Zi-Xin & Ishizaka, Alessio & Wang, Ying-Ming & Martínez, Luis, 2023. "TODIMSort: A TODIM based method for sorting problems," Omega, Elsevier, vol. 115(C).
  30. Pranith K. Roy & Krishnendu Shaw, 2023. "A credit scoring model for SMEs using AHP and TOPSIS," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 372-391, January.
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