[EN] Despite the widespread use of the classical bicriteria Markowitz mean-variance framework, a broad consensus is emerging on the need to include more criteria for complex portfolio selection problems. Sustainable ...
[EN] Random events make multiobjective programming solutions vulnerable to changes in input data. In many cases statistically quantifiable information on variability of relevant parameters may not be available for decision ...
[EN] Corporate sustainability reports' credibility of environmental, social, and governance (ESG) information has received a significant focus of attention in the businesses landscape. Over the last years, various methodologies ...
This paper proposes an additive measure on the basis of compromise programming to evaluate fund performance from multiple criteria, of which the most usual are profitability and risk. This proposal is motivated by the fact ...
Bravo Sellés, Milagros; Pla Santamaría, David(University of Toronto Press, 2012-08)
[EN] This paper aims at evaluating loan performance of bank offices. For this purpose, a multicriteria decision support model given uncertainty is developed, in which the criteria to evaluate loan performance are the ...
[EN] Fuzzy analytic hierarchy process (FAHP) methodologies have witnessed a growing development from the late 1980s until now, and countless FAHP based applications have been published in many fields including economics, ...
Garcia-Bernabeu, Ana; Mayor-Vitoria, Fernando; BRAVO SELLES, MILAGROS; Pla Santamaría, David(Allied Business Academies, 2019-12)
[EN] The problem of financing renewable energy (RE) projects has become a crucial issue for private and public decision-makers worldwide. Based on the European experience, the lack of credit makes it difficult for commercial ...
[EN] Compromise programming (CP) aims to find solutions by minimising distances to an ideal point with maximum achievement which is usually infeasible. A common assumption in CP is that it is highly unlikely that the optimum ...
Salas Molina, Francisco; Pla Santamaría, David(Editorial Universitat Politècnica de València, 2017-06-14)
Este manual pretende servir de iniciación a la gestión de tesorería mediante el lenguaje de programación Python.Aunque su contenido está basado en los últimos avances en planificación financiera a corto plazo, el objetivo ...
[EN] The current use of natural resources in the textile industry leads us to introduce a new economic concept called inverse Malthusianism describing a context in which population grows linearly and resource consumption ...
Pla Santamaría, David(Universitat Politècnica de València, 2009-06-08)
En este trabajo se aplican modernas técnicas multicriterio para la selección de carteras, partiendo de información empírica muy amplia proveniente de la Bolsa de Madrid. En efecto, el número de títulos-valores considerados ...
[EN] In the last two decades, the construction of composite indicators
to measure and compare multidimensional phenomena in a broad spectrum of
domains has increased considerably. Different methodological approaches are
used ...
[EN] Eliciting policies for cash management systems with multiple assets is by no means straightforward. Both the particular relationship between alternative assets and time delays from control decisions to availability ...
Salas-Molina, Francisco; Pla Santamaría, David; Vercher Ferrandiz, Mª Luisa; Garcia-Bernabeu, Ana(American Institute of Mathematical Sciences, 2023-04-04)
[EN] Strict uncertainty implies a complete lack of knowledge about the probabilities of possible future states of the world. However, there is complete information about the set of alternatives under consideration, the set ...