Chen, Andrew N.K.; Wang, Shin-Yun; Yu, Po-Lung - In: International Review of Economics & Finance 31 (2014) C, pp. 46-58
In the financial market, most available rating information is based on multi-criteria and published by myriad agents or companies. Given a multi-criteria rating report on a finite number of assets (e.g., stocks, bonds, mutual funds), we can construct sets of ordered classes. If ratings from a...