New Operational Approaches for Financial Modelling

Häftad, Engelska, 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.

Produktinformation

Utgivningsdatum1997-09-26
Mått155 x 235 x 26 mm
Vikt703 g
FormatHäftad
SpråkEngelska
SerieContributions to Management Science
Antal sidor454
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783790810431

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Finansiering inom Ekonomi och ledarskap
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Affärsstrategi inom Ekonomi och ledarskap
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Projektledning inom Ekonomi och ledarskap
Databaser inom Data och it
Affärsförhandlingar inom Ekonomi och ledarskap

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.