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Preference disaggregation in financial modeling: Basic features and some examples

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Abstract

Multicriteria decision aid provides several methodologies which are well adapted to the modeling of financial decision making problems. A well known approach in MCDA is preference disaggregation analysis. The preference disaggregation approach refers to the analysis (disaggregation) of the global preferences (judgement policy) of the decision maker in order to identify the criteria aggregation model that underlies the preference result. The objective of this paper is to review the main existing preference disaggregation methodologies and to illustrate their operation using an example from the field of financial modelling involving the credit granting problem.

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  1. Technical University of Crete, Dept. of Production Engineering and Management Financial Engineering Laboratory, University Campus, 73100, Chania, Greece

    Constantin Zopounidis

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  1. Constantin Zopounidis
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Correspondence to Constantin Zopounidis.

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Zopounidis, C. Preference disaggregation in financial modeling: Basic features and some examples. Oper Res Int J 1, 263–284 (2001). https://doi.org/10.1007/BF02936355

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