عنوان

Operational tools in the management of financial risks.

1461554950

9781461554950

b544930

Operational tools in the management of financial risks.

[Book]

[Place of publication not identified]

Springer

2012

I: Multivariate Data Analysis and Multicriteria Analysis in Portfolio Selection. Proposal for the Composition of a Solvent Portfolio with Chaos Theory and Data Analysis; D. Karapistolis, et al. An Entropy Risk Aversion in Portfolio Selection; A. Scarelli. Multicriteria Decision Making and Portfolio Management with Arbitrage Pricing Theory; Ch. Hurson, N. Ricci-Xella. II: Multivariate Data Analysis and Multicriteria Analysis in Business Failure, Corporate Performance and Bank Bankruptcy. The Application of the Multi-Factor Model in the Analysis of Corporate Failure; E.M. Vermeulen, et al. Multivariate Analysis for the Assessment of Corporate Performance: The Case of Greece; Y. Caloghirou, et al. Stable Set Internally Maximal: A Classification Method with Overlapping; A. Couturier, B. Fioleau. A Multicriteria Approach for the Analysis and Prediction of Business Failure in Greece; C. Zopounidis, et al. A New Rough Set Approach to Evaluation of Bankruptcy Risk; S. Greco, et al. FINCLAS: A Multicriteria Decision Support System for Financial Classification Problems; C. Zopounidis, M. Doumpos. A Mathematical Approach of Determining Bank Risks Premium; J. Gupta, Ph. Spieser. III: Linear and Stochastic Programming in Portfolio Management. Designing Callable Bonds Using Simulated Annealing; M.R. Holmer, et al. Towards Sequential Sampling Algorithms for Dynamic Portfolio Management; Z. Chen, et al. The Defeasance in the Framework of Finite Convergence in Stochastic Programming; Ph. Spieser, A. Chevalier. Mathematical Programming and Risk Management of Derivative Securities; L. Clewlow, et al. IV: Fuzzy Sets and Artificial Intelligence Techniques in Financial Decisions. Financial Risk in Investment; J. Gil-Aluja. The Selection of a Portfolio Through a Fuzzy Genetic Algorithm: The POFUGENA Model; E. Lopez-Gonzalez, et al. Predicting Interest Rates Using Artificial Neural Networks; Th. Politof, D. Ulmer. V: Multicriteria Analysis in Country Risk Evaluation. Assessing Country Risk Using Multicriteria Analysis; M. Doumpos, et al. Author Index.

[Book]

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