Μελέτη ευστάθειας στην επιλογή επενδυτικών σχεδίων με πολυκριτηριακό προγραμματισμό λαμβάνοντας υπόψη και την εταιρική περιβαλλοντική ευθύνη

Κανέλλος, Γεώργιος; Kanellos, Georgios

dc.contributor.author	Κανέλλος, Γεώργιος	el
dc.contributor.author	Kanellos, Georgios	en
dc.date.accessioned	2015-01-28T13:48:33Z
dc.date.available	2015-01-28T13:48:33Z
dc.date.issued	2015-01-28
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/40172
dc.identifier.uri	http://dx.doi.org/10.26240/heal.ntua.7627
dc.rights	Default License
dc.subject	ΕΚΕ	el
dc.subject	CSR	en
dc.subject	Πολυκριτηριακή βελτιστοποίηση	el
dc.subject	Μέτωπο Pareto	el
dc.subject	ε-constraint	en
dc.subject	Βιώσιμη ανάπτυξη	el
dc.subject	Multiobjective optimization	en
dc.subject	Pareto front	en
dc.subject	Sustainable development	en
dc.title	Μελέτη ευστάθειας στην επιλογή επενδυτικών σχεδίων με πολυκριτηριακό προγραμματισμό λαμβάνοντας υπόψη και την εταιρική περιβαλλοντική ευθύνη	el
heal.type	bachelorThesis
heal.classification	Πολυκριτηριακός προγραμματισμός	el
heal.language	el
heal.access	free
heal.recordProvider	ntua	el
heal.publicationDate	2014-10-29
heal.abstract	An enterprise is a financial unit that uses the factors of production as well as trading operations in order to achieve maximum profit. The achieved profit must in general be greater than the amounts of salary paid for labor. According to this definition it becomes clear that the financial sector of an enterprise has been the keystone for its growth and success. However, nowadays this traditional approach has been supplemented by the notion that an enterprise must engage in other non-profit seeking activities that have environmental and social merits. This notion is formally expressed through the concept of corporate social responsibility (CSR). Throughout this thesis, a multi-criteria optimization problem is being studied, where a financial institution (decision maker) wants to select between a group of enterprises applying for financial support. The target is to simultaneously maximize the total return of investment and total EECR of the portfolio, subject to policy constraints. Thus, we are looking for the optimal enterprise portfolio. This is an integer programming problem, as the variables used are binary, referring to whether the i-firm is selected to get financial support. In order to gain a better understanding of the problem we reviewed the existing literature about multi-criteria optimization problems as well as the existing methods for solving them. We used the AUGMECON method, an improved version of the ε-constraint method, for solving the problem and for its implementation we utilized the GAMS modeling system. Finally, the Monte Carlo method was used in order to exhibit and manage the randomness of the input data. By applying this method, many important conclusions are drawn.	en
heal.advisorName	Ψαρράς, Ιωάννης	el
heal.committeeMemberName	Ψαρράς, Ιωάννης	el
heal.committeeMemberName	Ασκούνης, Δημήτριος	el
heal.committeeMemberName	Μαυρωτάς, Γεώργιος	el
heal.academicPublisher	Εθνικό Μετσόβιο Πολυτεχνείο. Σχολή Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών. Τομέας Ηλεκτρικών Βιομηχανικών Διατάξεων και Συστημάτων Αποφάσεων	el
heal.academicPublisherID	ntua
heal.numberOfPages	91 σ.
heal.fullTextAvailability	true