Multicriteria Analysis in Finance

Michael Doumpos holds a PhD in operations research (2000) and a MSc in Production Engineering and Management (1997) from the Technical University of Crete, where he currently holds an Assistant Professor position. His research interests include multiple criteria decision making, decision support systems, computational pattern recognition and financial risk management. He has published over 50 research articles in premier international journals. He has also co-authored several books, edited volumes, book chapters, conference papers and edited special issues. Prof. Doumpos is associate editor of OMEGA and recipient of the best reviewer award from the European Journal of Operational Research (2010 and 2012).Constantin Zopounidis is the Director of the Financial Engineering Laboratory. Prof. Zopounidis received his Doctorat D'Etat (1986) in management science, a D.E.A. (1982) in financial management from the University of Paris-IX Dauphine and a B.A. in Business Administration from the University of Macedonia. Prof. Zopounidis has been with the Dept. of Production Engineering and Management of the Technical University of Crete since 1987 and served as Chairman of the Department during the period 2001-2005. Prof. Zopounidis is elected member of the Royal Academy of Economic and Finance Sciences of Spain and Distinguished Research Professor at Audencia Group, Nantes School of Management.His research interests include financial engineering, financial risk management and multiple criteria decision making. He has published over 300 papers in premier international journals, edited volumes, and conference proceedings. He has also published several books and edited volumes on financial engineering and operations research. Prof. Zopounidis is Editor-in-Chief and member of the editorial board of several international journals. For his research work, Prof. Zopounidis has received awards and honorary distinctions from international research organizations, including among others the ΜΟISIL International Foundation, the Decision Sciences Institute, the European Association of Management and Business Economics, the Royal Academy of Doctors of Spain, the Hellenic Operational Research Society, the International Association for Fuzzy Set Management and Economy and the International MCDM Society.

• Introduction to financial decision making.- An Overview of multiple criteria decision aid.- Banking management.- Credit Scoring.- Portfolio management.- Other applications of multi criteria analysis in finance.- Conclusions and future perspectives.