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SGR
2009-1328
Consolidated research group
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Constantin Zopounidis (Technical
University of Crete, Greece)
Multiple Criteria in Finance and Accounting. May, 7-9.
Abstract
1. Multicriteria Analysis (41/2
hrs)
1.1 Theoretical
Aspects, Alternatives, Criteria, Aggregation Techniques (UTADIS, MHDIS,
PROMETHEE, ELECTRE TRI)
1.2 MCDSSs.
2. Finance – Accounting
(41/2 hrs)
2.1
Finance
• Credit Risk
• Bankruptcy Risk
• Venture Capital
• Country Risk
• Portfolio Selection and Management
• Merger and Acquisitions
• Banking Performance
• Mutual Fund Performance
2.2 Accounting
• Falsified Statements
About the speaker
Constantin
Zopounidis is the Director of the Financial Engineering Laboratory.
Prof. Zopounidis received his Doctorat D'Etat (1986) in management
science, a D.E.A. (1982) in financial management from the University of
Paris-IX Dauphine and a B.A. in Business Administration from the
University of Macedonia.
Prof. Zopounidis has been with the Dept. of Production Engineering and
Management of the Technical University of Crete, since 1987 and served
as Chairman of the Department during the period 2001-2005.
His research interests include financial engineering, financial risk
management, and multiple criteria decision making. He has published
over 300 papers in premier international journals, edited volumes, and
conference proceedings. He has also published several books and edited
volumes on financial engineering and operations research. Prof.
Zopounidis is Editor-in-Chief and member of the editorial board of
several international journals.
For his research work, Prof. Zopounidis has received awards and
honorary distinctions from international research organizations,
including among others the ΜΟISIL International Foundation, the
Decision Sciences Institute, the European Association of Management and
Business Economics, the Royal Academy of Doctors of Spain, the Hellenic
Operational Research Society, the International Association for Fuzzy
Set Management and Economy, and the International MCDM Society.
References
Finance and accounting
- Pasiouras, F., S. Tanna and C. Zopounidis
(2007) The identification of acquisition targets in the EU banking
industry: An application of multicriteria approaches, International
Review of Financial Analysis, vol. 16, no 3, 262 - 281.
- Siskos, J. and C. Zopounidis (1987) The
evaluation criteria of the venture capital investment activity: An
interactive assessment, European Journal of Operational Research 31,
304-313.
- Doumpos, M. and C. Zopounidis (2002), On the
use of a multicriteria hierarchical discrimination approach for country
risk assessment, Journal of Multi-criteria Decision Analysis, vol. 11,
nos 4-5, 279-289.
- Pendaraki, K., C. Zopounidis and M. Doumpos
(2004) On the construction of mutual fund portfolios: A multicriteria
methodology and an application to the Greek market of equity mutual
funds, European Journal of Operational Research, vol. 163, no 2,
462-481.
- Pasiouras, F., Ch. Gaganis and C. Zopounidis
(2010) Multicriteria classification models for the identification of
targets and acquirers in the Asian banking sector, European Journal of
Operational Research, vol. 204, no 2, 328 - 335.
- Doumpos, M., K. Kosmidou, G. Baourakis and C.
Zopounidis (2002), Credit risk assessment using a multicriteria
hierarchical discrimination approach: A comparative analysis, European
Journal of Operational Research, vol. 138, no 2, 392-412.
- Zopounidis, C. and M. Doumpos (1999) Business
failure prediction using the UTADIS multicriteria analysis method,
Journal of the Operational Research Society, vol. 50, no 11, 1138-1148.
- Doumpos, M. and C. Zopounidis (2000) Assessing
financial risks using a multicriteria sorting procedure: The case of
country risk assessment, OMEGA, vol. 29, no. 1, 97-109.
- Cohen, S., M. Doumpos, E. Neofytou and C.
Zopounidis (2012) Assessing financial distress where bankruptcy is not
an option: An alternative approach for local municipalities, European
Journal of Operational Research, vol. 218, no 1, 270-279.
- Dimitras, A.I., S.H. Zanakis and C. Zopounidis
(1996) A survey of business failures with an emphasis on prediction
methods and industrial applications, European Journal of Operational
Research, vol. 90, no. 3, 487-513.
- Samaras, G.D., N.F. Matsatsinis and C.
Zopounidis (2008) A Multicriteria methodology for stock evaluation
using fundamental analysis, European Journal of Operational Research,
vol. 187, no 3, 1380 -1401.
MCDSS
- Doumpos, M., and C. Zopounidis (2010) A
multicriteria decision support system for bank rating, Decision Support
Systems, vol. 50, no 1, 55 – 63.
- Siskos, Y., C. Zopounidis and A. Pouliezos
(1994) An integrated DSS for financing firms by an industrial
development bank in Greece, Decision Support Systems, 12, 151-168.
- Xidonas, P., G. Mavrotas, C. Zopounidis and I.
Psarras (2011) IPSSIS: An integrated multicriteria decision support
system for equity portfolio construction and selection, European
Journal of Operational Research, vol. 210, no. 2, 398 - 409.
- Zopounidis, C. and M. Doumpos (2000) PREFDIS: A
multicriteria decision support system for sorting decision problems,
Computers and Operations Research, vol. 27, no 7-8, 779-797.
Multicriteria
Analysis
- Zopounidis, C. and M. Doumpos (2001), A
preference disaggregation decision support system for financial
classification problems, European Journal of Operational Research, vol.
130, no 2, 137-148.
- Doumpos, M. and C. Zopounidis (2003) Developing
sorting models using preference disaggregation analysis: An
experimental investigation, European Journal of Operational Research,
vol. 154, no 3, 585-598.
- Zopounidis, C. and M. Doumpos (2002)
Multi-criteria decision aid in financial decision making: Methodologies
and literature review, Journal of Multi-criteria Decision Analysis,
vol. 11, nos 4-5, 167-186.
- Ζopounidis, C. (1999) Multicriteria decision
aid in financial management, European Journal of Operational Research,
vol. 119, no. 2, 404-415.
- Doumpos, M., and C. Zopounidis (2010)
Preference disaggregation and statistical learning for multicriteria
decision support: A review, European Journal of Operational Research,
(in press).
Course schedule
Day 1: Monday May 7 15-19
Day 2: Tuesday May 8 15-19
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