Multicriteria Decisions in Capital Markets

摘要

The aim of the paper is to adopt multicriteria method for decision-making to determine and optimize the shape of utility function. The goals of the paper are: 1) to analyze theoretical aspects of utility function, 2) to research the main aspects of multicriteria method, 3) to include multicriteria method in the development of utility function, and to solve the problem of the shape of utility function. Analytical-systematic, comparative, logical scientific literature analysis, empirical research, questioner of experts was used to achieve the aim of the paper.