A new preference disaggregation TOPSIS approach applied to sort corporate bonds based on financial statements and expert's assessment

作者：

Highlights：

• Presents a new multicriteria approach.

• Enables a preference disaggregation approach on the TOPSIS-Sort method.

• Presents a numerical validation for the proposed method.

• Improves decision process by reducing cognitive efforts to establish parameters.

• Evaluate Brazilian corporate bonds based on financial statements.

摘要

•Presents a new multicriteria approach.•Enables a preference disaggregation approach on the TOPSIS-Sort method.•Presents a numerical validation for the proposed method.•Improves decision process by reducing cognitive efforts to establish parameters.•Evaluate Brazilian corporate bonds based on financial statements.

论文关键词：TOPSIS,Sorting,Credit risk expert,Corporate bonds,Preference disaggregation,MCDM

论文评审过程：Received 20 March 2019, Revised 7 March 2020, Accepted 8 March 2020, Available online 20 March 2020, Version of Record 6 April 2020.

论文官网地址：https://doi.org/10.1016/j.eswa.2020.113369