Assessing ® nancial risks using a multicriteria sorting procedure : the case of country risk assessment

@inproceedings{Doumpos1999AssessingN,
  title={Assessing ® nancial risks using a multicriteria sorting procedure : the case of country risk assessment},
  author={Michael Doumpos and Constantin Zopounidis},
  year={1999}
}
The assessment of ®nancial risks is a problem of major interest for corporate entities (organizations, ®nancial institutions, ®rms, etc.). The vulnerable economic and ®nancial environments necessitate the development of operational approaches to measure and control ®nancial risks. Most of the methodologies that have been proposed in the past employ a probabilistic notion of risk. This paper proposes an alternative approach to measure ®nancial risks, considering their multidimensional nature… CONTINUE READING

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