Información General

• Autores: Constantin Zopounidis (ed. lit.)
• Editores: Kluwer Academic Publishers
• Año de publicación: 1998
• País: Países Bajos
• Idioma: inglés
• ISBN: 0-7923-8055-X
• Texto completo no disponible (Saber más ...)

Otros catálogos

• Red de Bibliotecas Universitarias (REBIUN)

Listado de artículos

• • Multivariate Data Analysis and Multicriteria Analysis in Portfolio Selection

    • Proposal for the Composition of a Solvent Portfolio with Chaos Theory and Data Analysis

      Dimitris Karapistolis, C. Siriopoulos, Iannis Papadimitriou, Raphael Markellos

      págs. 3-15

      

    • An Entropy Risk Aversion in Portfolio Selection

      Antonino Scarelli

      págs. 17-30

      

    • Multicriteria Decision Making and Portfolio Management with Arbitrage Pricing Theory

      Christian Hurson, Nadine Ricci Xella

      págs. 31-55

      

  • 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

      Erik M. Vermeulen, Jaap Spronk, Nico Van der Wijst

      págs. 59-73

      

    • Multivariate Analysis for the Assessment of Corporate Performance: The Case of Greece

      Yannis Caloghirou, Alexandros Mourelatos, Lefteris Papagiannakis

      págs. 75-89

      

    • Stable Set Internally Maximal: A Classification Method with Overlapping

      Alain Counturier, B. Fioleau

      págs. 91-106

      

    • A Multicriteria Approach for the Analysis and Prediction of Business Failure in Greece

      Constantin Zopounidis, A.I. Dimitras, Loic Le Rudulier

      págs. 107-119

      

    • A New Rough Set Approach to Evaluation of Bankruptcy Risk

      Salvatore Greco, Benedetto Matarazzo, Roman Slowinski

      págs. 121-136

      

    • Finclas: A Multicriteria Decision Support System for Financial Classification Problems

      Constantin Zopounidis, Michael Doumpos

      págs. 137-162

      

    • A Mathematical Approach of Determining Bank Risks Premium

      Jyoti Gupta, Philippe Spieser

      págs. 163-174

      

  • Linear and Stochastic Programming in Portfolio Management

    • Designing Callable Bonds Using Simulated Annealing

      Martin R. Holmer, Dafeng Yang, Stavros A. Zenios

      págs. 177-196

      

    • Towards Sequential Sampling Algorithms for Dynamic Portfolio Management

      Z. Chen, Giorgo Consigli, M.A.H. Dempster, N. Hicks Pedrón

      págs. 197-211

      

    • The Defeasance in the Framework of Finite Convergence in Stochastic Programming

      Philippe Spieser, Alain Chevalier

      págs. 213-236

      

    • Mathematical Programming and Risk Management of Derivative Securities

      Les Clewlow, Stewart Hodges, Ana Pascoa

      págs. 237-248

      

  • Fuzzy Sets and Artificial Intelligence Techniques in Financial Decisions

    • Financial Risk in Investment

      Jaime Gil Aluja

      págs. 251-271

      

    • The Selection of a Portfolio Through a Fuzzy Genetic Algorithm: the Pofugena Model

      Enrique López González, Cristina Mendaña Cuervo, Miguel Ángel Rodríguez Fernández

      págs. 273-290

      

    • Predicting Interest Rates Using Artificial Neural Networks

      Themistocles Politof, Dan Ulmer

      págs. 291-305

      

  • Multicriteria Analysis in Country Risk Evaluation

    • Assessing Country Risk Using Multicriteria Analysis

      Michael Doumpos, Constantin Zopounidis, Th. Anastassiou

      págs. 309-326