New Operational Approaches for Financial Modelling
th This book is devoted to the 19 Meeting of the EURO Working Group on Financial Modelling, held in Chania, Crete, Greece,November28-30, 1996. The EURO Working Group on Financial Modelling was founded in September 1986 in Lisbon. The primary field of interest for the Working Group can be described a...
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| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg
Physica
1997, 1997
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| Edition: | 1st ed. 1997 |
| Series: | Contributions to Management Science
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- Nonlinear error-correction models in the Greek money market
- An investigation into alternative indicators of risk exposure: A case study at the export credits guarantee department (U.K.)
- Disappearing clouds: Weather influences on retail sales
- V. Corporate Finance: Investment and Financing Decisions
- Firm finance and growth: An empirical analysis
- Investment project analysis and financing mix: A new method in sight?
- A new linear programming formulation for the capital rationing problem
- VI. Insurance Companies and Financial Modelling
- Modelling shareholder value of insurance companies
- Zero-utility premium and time
- On the use of multicriteria methods for the evaluation of insurance companies in Greece
- VII. Stochastic Modelling and Uncertainty in Finance
- Preferences for early resolution of risk in financial markets with asymmetricinformation
- GARCH models as diflusion approximation: A simulation approach for currency hedging using options
- I. New Trends in Financial Modelling
- Financial modelling in the new paradigm of the decision theory
- Optimization techniques for portfolio selection
- II. High Performance Computing and Finance
- Asset liability management for pension funds: Elements of Dert’s model
- Postoptimality for a bond portfolio management model
- Demand for assets by heterogeneous agents in the Italian markets
- III. Financial Markets, Portfolio Theory and Selection
- Recent developments in modelling abnormal stock returns: A review essay
- Warrants pricing in a thin market: Case of Thailand
- “Ebb and flow” of fundamentalist, imitator and contrarian investors in a financial market
- Applicability of the CAPM on the Hungarian stock market: An empirical investigation
- Stock market behaviour and imitation: Some further results
- On selecting a portfolio of lease contracts in an asset-backed securitization process
- IV. Financial Forecasting
- Antiusury laws and market interest rate dynamics
- Selection of investment using a decision tree
- VIII. Data Analysis and Financial Accounting
- Accounting ratios as factors of rate of return on equity
- Multivariate analysis in segment reporting by large industry firms in Greece
- An alternative proposal in evaluating the performance of mutual funds
- IX. Multicriteria Analysis in Financial Decisions
- A circumscribed ellipsoid method for multiobjective programming and applications to financial planning
- A decision support approach based on multicriterion Q-Analysis for the evaluation of corporate performance and viability
- Establishing efficiency benchmarks of bank branches
- Preference disaggregation methodology in segmentation problems: The case of financial distress
- Linear and dynamic modelisations of defeasance operations
- Author Index