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New Operational Approaches for Financial Modelling : Contributions to Management Science (Hardcover) - Constantin Zopounidis

New Operational Approaches for Financial Modelling

Contributions to Management Science (Hardcover)

By: Constantin Zopounidis (Editor)

Paperback

Published: September 1997
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This book is devoted to the 19th Meeting of the EURO Working Group on Financial Modelling. Its basic aim is to present some new operational approaches (i.e.neural nets, multicriteria analysis, new optimization algorithms, decision software, etc.) for financial modelling, both in a theoretical and practical levels.

Financial modelling in the new paradigm of the decision theoryp. 3
Optimization techniques for portfolio selectionp. 19
Asset liability management for pension funds: Elements of Dert's modelp. 37
Postoptimality for a bond portfolio management modelp. 49
Demand for assets by heterogeneous agents in the Italian marketsp. 63
Recent developments in modelling abnormal stock returns: A review essayp. 83
Warrants pricing in a thin market: Case of Thailandp. 101
"Ebb and flow" of fundamentalist, imitator and contrarian investors in a financial marketp. 121
Applicability of the CAPM on the Hungarian stock market: An empirical investigationp. 133
Stock market behaviour and imitation: Some further resultsp. 145
On selecting a portfolio of lease contracts in an asset-backed securitization processp. 157
Nonlinear error-correction models in the Greek money marketp. 173
An investigation into alternative indicators of risk exposure: A case study at the export credits guarantee department (U.K.)p. 183
Disappearing clouds: Weather influences on retail salesp. 195
Firm finance and growth: An empirical analysisp. 209
Investment project analysis and financing mix: A new method in sight?p. 221
A new linear programming formulation for the capital rationing problemp. 233
Modelling shareholder value of insurance companiesp. 247
Zero-utility premium and timep. 259
On the use of multicriteria methods for the evaluation of insurance companies in Greecep. 271
Preferences for early resolution of risk in financial markets with asymmetric informationp. 287
GARCH models as diffusion approximation: A simulation approach for currency hedging using optionsp. 297
Antiusury laws and market interest rate dynamicsp. 311
Selection of investment using a decision treep. 323
Accounting ratios as factors of rate of return on equityp. 335
Multivariate analysis in segment reporting by large industry firms in Greecep. 349
An alternative proposal in evaluating the performance of mutual fundsp. 365
A circumscribed ellipsoid method for multiobjective programming and applications to financial planningp. 377
A decision support approach based on multicriterion Q-Analysis for the evaluation of corporate performance and viabilityp. 389
Establishing efficiency benchmarks of bank branchesp. 405
Preference disaggregation methodology in segmentation problems: The case of financial distressp. 417
Linear and dynamic modelisations of defeasance operationsp. 441
Author Indexp. 453
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9783790810431
ISBN-10: 3790810436
Series: Contributions to Management Science (Hardcover)
Audience: General
Format: Paperback
Language: English
Number Of Pages: 454
Published: September 1997
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 2.39
Weight (kg): 0.65