Buch, Englisch, 327 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 528 g
ISBN: 978-1-4613-7510-4
Verlag: Springer Us
The book is organized into five sections. The first section applies multivariate data and multicriteria analyses to the problem of portfolio selection. Articles in this section combine classical approaches with newer methods. The second section expands the analysis in the first section to a variety of financial problems: business failure, corporate performance and viability, bankruptcy, etc. The third section examines the mathematical programming techniques including linear, dynamic, and stochastic programming to portfolio managements. The fourth section introduces fuzzy set and artificial intelligence techniques to selected types of financial decisions. The final section explores the contribution of several multicriteria methodologies in the assessment of country financial risk. In total, this book is a systematic examination of an emerging methodology for managing financial risk in business.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensforschung
- Wirtschaftswissenschaften Betriebswirtschaft Management Entscheidungsfindung
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
- Technische Wissenschaften Technik Allgemein Mathematik für Ingenieure
Weitere Infos & Material
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.
