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Volume 7, Issue 1

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Possible Modifications of the Multiple Criteria Assignment Method

Borovička, Adam

Year: 2013   Volume: 7   Issue: 1   Pages: 55-67

Abstract: The paper introduces the multiple criteria decision making method using one of basic problems of linear programming as its computational principle; thus, the algorithm is based on the assignment problem enabling the assignment of alternatives and rank. The known basic algorithm of the assignment method is described and some modifications are proposed that take into account differences among criterial values or some stochastic elements. Finally, the article offers some practical application in investment decision making process in the field of capital market with shares funds.

JEL classification: C63, G11

Keywords: Assignment method, difference, shares fund

RePEc: http://ideas.repec.org/a/fau/aucocz/au2013_055.html

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