Preference disaggregation in financial modeling: Basic features and some examples

Preference disaggregation in financial modeling: Basic features and some examples

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Article ID: iaor2004922
Country: Greece
Volume: 1
Issue: 3
Start Page Number: 263
End Page Number: 284
Publication Date: Sep 2001
Journal: Operational Research - An International Journal
Authors:
Keywords: decision theory: multiple criteria
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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