An MCDA-based Approach for Creditworthiness Assessment
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References listed on IDEAS
- Rogers, Martin & Bruen, Michael, 1998. "Choosing realistic values of indifference, preference and veto thresholds for use with environmental criteria within ELECTRE," European Journal of Operational Research, Elsevier, vol. 107(3), pages 542-551, June.
- Doumpos, M. & Kosmidou, K. & Baourakis, G. & Zopounidis, C., 2002. "Credit risk assessment using a multicriteria hierarchical discrimination approach: A comparative analysis," European Journal of Operational Research, Elsevier, vol. 138(2), pages 392-412, April.
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- Michael Doumpos & Fotios Pasiouras, 2005. "Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach," Computational Economics, Springer;Society for Computational Economics, vol. 25(4), pages 327-341, June.
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- Marco Corazza & Stefania Funari & Riccardo Gusso, 2012. "An evolutionary approach to preference disaggregation in a MURAME-based credit scoring problem," Working Papers 5, Department of Management, Università Ca' Foscari Venezia.
More about this item
KeywordsMulti-Criteria Decision Analysis (or MCDA); MUlti-criteria RAnking MEthod (or MURAME); credit risk assessment;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2008-12-01 (Banking)
- NEP-CFN-2008-12-01 (Corporate Finance)
- NEP-RMG-2008-12-01 (Risk Management)
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