[EN] Assessing the ability of applicants to repay their loans is generally recognized as a critical task in credit risk management. Credit managers rely on financial and market information, usually in the form of ratios, ...

[EN] The optimum portfolio selection for an investor with particular preferences was proven to lie on the normalized efficient frontier between two bounds defined by the Ballestero (1998) bounding theorem. A deeper ...

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 ...

This study describes an application of the multicriteria single price model (Ballestero) to the ranking of alternatives. By a generalization of the original model, the equilibrium set of alternatives can be characterized ...