Overview

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.

Full Product Details

Author:   Constantin Zopounidis
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Physica-Verlag GmbH & Co
Edition:   Softcover reprint of the original 1st ed. 1997
Dimensions:   Width: 15.50cm , Height: 2.30cm , Length: 23.50cm
Weight:   0.703kg
ISBN:  

9783790810431

ISBN 10:   3790810436
Pages:   454
Publication Date:   26 September 1997
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

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.- 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.- 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.

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