Author : Edward I. Altman
Publisher : JAI Press
Page : 448 pages
File Size : 25,84 MB
Release : 1981
Category : Business & Economics
ISBN :
Author : Adrian R. Bell
Publisher : Edward Elgar Publishing
Page : 494 pages
File Size : 50,19 MB
Release : 2013-01-01
Category : Business & Economics
ISBN : 0857936093
This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. All of the techniques described are used to address real problems rather than being presented for their own sake, and the areas of application have been carefully selected so that a broad range of methodological approaches can be covered. The Handbook is aimed primarily at doctoral researchers and academics who are engaged in conducting original empirical research in finance. In addition, the book will be useful to researchers in the financial markets and also advanced Masters-level students who are writing dissertations.
Author : Michael Doumpos
Publisher : Springer Science & Business Media
Page : 264 pages
File Size : 26,54 MB
Release : 2002-08-31
Category : Business & Economics
ISBN : 1402008058
The book discusses a new approach to the classification problem following the decision support orientation of multicriteria decision aid. The book reviews the existing research on the development of classification methods, investigating the corresponding model development procedures, and providing a thorough analysis of their performance both in experimental situations and real-world problems from the field of finance. Audience: Researchers and professionals working in management science, decision analysis, operations research, financial/banking analysis, economics, statistics, computer science, as well as graduate students in management science and operations research.
Author : Constantin Zopounidis
Publisher : Springer Science & Business Media
Page : 202 pages
File Size : 49,17 MB
Release : 1998-01-31
Category : Business & Economics
ISBN : 0792349008
This book provides a new point of view on the subject of business failure prediction, through the application of multicriteria analysis methods. The aim of the book is to provide a review of the research in the area and to explore the adequacy of these methods to one of the most complex problems in the area of financial management. In addition, the book explores the applications of the methods so that it can become a very useful tool for researchers and practitioners. The analysis of the modeling and the results in these applications provides the background for further employment of the methods.
Author : Marida Bertocchi
Publisher : Springer Science & Business Media
Page : 306 pages
File Size : 10,3 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 3642517307
Shown is the application of up-to-date techniques for measuring efficiency, information imperfection and predictability in financial markets. Moreover, trading strategies in commodity future markets, models for the evolution of interest rates and postoptimality analysis in portfolio management are given. A couple of conceptual papers on modelling preference relations are also included.
Author : Erricos John Kontoghiorghes
Publisher : Springer Science & Business Media
Page : 626 pages
File Size : 20,38 MB
Release : 2013-11-11
Category : Business & Economics
ISBN : 1475736134
Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.
Author :
Publisher :
Page : 570 pages
File Size : 10,27 MB
Release : 1988
Category : Mortgage loans
ISBN :
Author : Denis Bouyssou
Publisher : Springer Science & Business Media
Page : 551 pages
File Size : 28,66 MB
Release : 2012-12-06
Category : Business & Economics
ISBN : 1461508436
Aiding Decisions With Multiple Criteria: Essays in Honor of Bernard Roy is organized around two broad themes: Graph Theory with path-breaking contributions on the theory of flows in networks and project scheduling, Multiple Criteria Decision Aiding with the invention of the family of ELECTRE methods and methodological contribution to decision-aiding which lead to the creation of Multi-Criteria Decision Analysis (MCDA). Professor Bernard Roy has had considerable influence on the development of these two broad areas. £/LIST£ Part one contains papers by Jacques Lesourne, and Dominique de Werra & Pierre Hansen related to the early career of Bernard Roy when he developed many new techniques and concepts in Graph Theory in order to cope with complex real-world problems. Part two of the book is devoted to Philosophy and Epistemology of Decision-Aiding with contributions from Valerie Belton & Jacques Pictet and Jean-Luis Genard & Marc Pirlot. Part three includes contributions based on Theory and Methodology of Multi-Criteria Decision-Aiding based on a general framework for conjoint measurement that allows intrasitive preferences. Denis Bouyssou & Marc Pirlot; Alexis Tsoukiàs, Patrice Perny & Philippe Vincke; Luis Dias & João Clímaco; Daniel Vanderpooten; Michael Doumpos & Constantin Zopounidis; and Marc Roubens offer a considerable range of examinations of this aspect of MCDA. Part four is devoted to Perference Modeling with contributions from Peter Fishburn; Salvatore Greco, Benedetto Matarazzo & Roman Slowinski; Salem Benferhat, Didier Dubois & Henri Prade; Oscar Franzese & Mark McCord; Bertrand Munier; and Raymond Bisdorff. Part five groups Applications of Multi-Criteria Decision-Aiding, and Carlos Henggeler Antunes, Carla Oliveira & João Clímaco; Carlos Bana e Costa, Manuel da Costa-Lobo, Isabel Ramos & Jean-Claude Vansnick; Yannis Siskos & Evangelos Grigoroudis; Jean-Pierre Brans, Pierre Kunsch & Bertrand Mareschal offer a wide variety of application problems. Finally, Part six includes contributions on Multi-Objective Mathematical Programming from Jacques Teghem, Walter Habenicht and Pekka Korhonen.
Author :
Publisher : Kotobarabia.com
Page : 661 pages
File Size : 46,18 MB
Release :
Category :
ISBN :
Author : John B. Caouette
Publisher : John Wiley & Sons
Page : 488 pages
File Size : 39,18 MB
Release : 2011-07-12
Category : Business & Economics
ISBN : 111816069X
Managing Credit Risk, Second Edition opens with a detailed discussion of today’s global credit markets—touching on everything from the emergence of hedge funds as major players to the growing influence of rating agencies. After gaining a firm understanding of these issues, you’ll be introduced to some of the most effective credit risk management tools, techniques, and vehicles currently available. If you need to keep up with the constant changes in the world of credit risk management, this book will show you how.
