Journal of the Operational Research Society, Volume 69, Issue 10 (2018)

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Journal of the Operational Research Society, Volume 69, Issue 10 (2018)

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Special issue - Multicriteria Decision Making in Finance

Original Articles

Article
On the increasing importance of multiple criteria decision aid methods for portfolio selection
Belaid Aouni, Michalis Doumpos, Blanca Pérez-Gladish & Ralph E. Steuer
Pages: 1525-1542
Published online: 11 Jun 2018
AbstractforOn the increasing importance of multiple criteria decision aid methods for portfolio selection | Full Text | References | PDF (1.1 MB)
  • 1006 Views
  • 60 CrossRef citations
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Article
Controlling risk through diversification in portfolio selection with non-historical information
C. Calvo, C. Ivorra & V. Liern
Pages: 1543-1548
Published online: 04 Dec 2017
AbstractforControlling risk through diversification in portfolio selection with non-historical information | Full Text | References | PDF (1.1 MB)
  • 108 Views
  • 4 CrossRef citations
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Article
Stochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure
Davide La Torre & Franklin Mendivil
Pages: 1549-1556
Published online: 12 Jan 2018
AbstractforStochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure | Full Text | References | PDF (1.1 MB)
  • 68 Views
  • 3 CrossRef citations
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Article
Single criterion vs. multi-criteria optimal stopping methods for portfolio management
Fouad Ben Abdelaziz, Ray Saadaoui & Meryem Masmoudi
Pages: 1557-1567
Published online: 21 Mar 2018
AbstractforSingle criterion vs. multi-criteria optimal stopping methods for portfolio management | Full Text | References | PDF (1.8 MB)
  • 248 Views
  • 3 CrossRef citations
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Article
A Shariah-compliant portfolio selection model
Hatem Masri
Pages: 1568-1575
Published online: 01 Dec 2017
AbstractforA Shariah-compliant portfolio selection model | Full Text | References | PDF (771 KB)
  • 279 Views
  • 10 CrossRef citations
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Article
Multi-criteria analysis of the GRI sustainability reports: an application to Socially Responsible Investment
Amelia Bilbao-Terol, Mar Arenas-Parra, Verónica Cañal-Fernández & Pablo Nguema Obam-Eyang
Pages: 1576-1598
Published online: 16 Jan 2018
AbstractforMulti-criteria analysis of the GRI sustainability reports: an application to Socially Responsible Investment | Full Text | References | PDF (1.9 MB)
  • 848 Views
  • 17 CrossRef citations
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Article
Methodology to assess the market value of companies according to their financial and social responsibility aspects: An AHP approach
Tomás Gómez-Navarro, Mónica García-Melón, Francisco Guijarro & Marion Preuss
Pages: 1599-1608
Published online: 01 Dec 2017
AbstractforMethodology to assess the market value of companies according to their financial and social responsibility aspects: An AHP approach | Full Text | References | PDF (980.9 KB)
  • 333 Views
  • 11 CrossRef citations
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Article
Handling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA
K. Liagkouras & K. Metaxiotis
Pages: 1609-1627
Published online: 12 Dec 2017
AbstractforHandling the complexities of the multi-constrained portfolio optimization problem with the support of a novel MOEA | Full Text | References | PDF (7.8 MB)
  • 176 Views
  • 12 CrossRef citations
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Article
Performance evaluation of Portuguese mutual fund portfolios using the value-based DEA method
Maria do Castelo Gouveia, Elisabete Duarte Neves, Luís Cândido Dias & Carlos Henggeler Antunes
Pages: 1628-1639
Published online: 17 Dec 2017
AbstractforPerformance evaluation of Portuguese mutual fund portfolios using the value-based DEA method | Full Text | References | PDF (1 MB)
  • 339 Views
  • 19 CrossRef citations
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Article
On the importance of perspective and flexibility for efficiency measurement: effects on the ranking of decision-making units
Ma Leonor Plá, Trinidad Casasús, Vicente Liern & Juan Carlos Pérez
Pages: 1640-1652
Published online: 17 Dec 2017
AbstractforOn the importance of perspective and flexibility for efficiency measurement: effects on the ranking of decision-making units | Full Text | References | PDF (1.5 MB)
  • 125 Views
  • 3 CrossRef citations
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Article
A new classifier based on the reference point method with application in bankruptcy prediction
Jamal Ouenniche, Kais Bouslah, Jose Manuel Cabello & Francisco Ruiz
Pages: 1653-1660
Published online: 12 Jan 2018
AbstractforA new classifier based on the reference point method with application in bankruptcy prediction | Full Text | References | PDF (894.6 KB)
  • 215 Views
  • 7 CrossRef citations
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Article
An evolutionary strategy for multiobjective reinsurance optimization
Sebastián Román, Andrés M. Villegas & Juan G. Villegas
Pages: 1661-1677
Published online: 17 Dec 2017
AbstractforAn evolutionary strategy for multiobjective reinsurance optimization | Full Text | References | PDF (1.7 MB)
  • 217 Views
  • 7 CrossRef citations
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Article
A moment-free nonparametric quantity-of-quality approach to optimal portfolio selection: A role for endogenous shortfall and windfall boundaries?
M. Ryan Haley
Pages: 1678-1687
Published online: 16 Nov 2018
AbstractforA moment-free nonparametric quantity-of-quality approach to optimal portfolio selection: A role for endogenous shortfall and windfall boundaries? | Full Text | References | PDF (963.5 KB)
  • 56 Views
  • 1 CrossRef citations
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Article
Does audit quality affect firms’ investment efficiency?
Sabri Boubaker, Asma Houcine, Zied Ftiti & Hatem Masri
Pages: 1688-1699
Published online: 16 Nov 2018
AbstractforDoes audit quality affect firms’ investment efficiency? | Full Text | References | PDF (1,006.3 KB)
  • 1641 Views
  • 45 CrossRef citations
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