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Operational Tools in the Management of Financial Risks Book

Operational Tools in the Management of Financial Risks
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Operational Tools in the Management of Financial Risks, This book presents a set of new, innovative mathematical modeling tools for analyzing financial risk. Operational Tools in the Management of Financial Risks presents an array of new tools drawn from a variety of research areas, including chaos theory, exp, Operational Tools in the Management of Financial Risks
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  • Operational Tools in the Management of Financial Risks
  • Written by author Constantin Zopounidis
  • Published by Springer-Verlag New York, LLC, 12/31/2012
  • This book presents a set of new, innovative mathematical modeling tools for analyzing financial risk. Operational Tools in the Management of Financial Risks presents an array of new tools drawn from a variety of research areas, including chaos theory, exp
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Book Categories

Authors

Editorial
I Multivariate Data Analysis and Multicriteria Analysis in Portfolio Selection
Proposal for the Composition of a Solvent Portfolio with Chaos Theory and Data Analysis 3
An Entropy Risk Aversion in Portfolio Selection 17
Multicriteria Decision Making and Portfolio Management with Arbitrage Pricing Theory 31
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 59
Multivariate Analysis for the Assessment of Corporate Performance: The Case of Greece 75
Stable Set Internally Maximal: A Classification Method with Overlapping 91
A Multicriteria Approach for the Analysis and Prediction of Business Failure in Greece 107
A New Rough Set Approach to Evaluation of Bankruptcy Risk 121
FINCLAS: A Multicriteria Decision Support System for Financial Classification Problems 137
A Mathematical Approach of Determining Bank Risks Premium 163
III Linear and Stochastic Programming in Portfolio Management
Designing Callable Bonds Using Simulated Annealing 177
Towards Sequential Sampling Algorithms for Dynamic Portfolio Management 197
The Defeasance in the Framework of Finite Convergence in Stochastic Programming 213
Mathematical Programming and Risk Management of Derivative Securities 237
IV Fuzzy Sets and Artificial Intelligence Techniques in Financial Decisions
Financial Risk in Investment 251
The Selection of a Portfolio Through a Fuzzy Genetic Algorithm: The POFUGENA Model 273
Predicting Interest Rates Using Artificial Neural Networks 291
V Multicriteria Analysis in Country Risk Evaluation
Assessing Country Risk Using Multicriteria Analysis 309
Author Index 27


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Operational Tools in the Management of Financial Risks, This book presents a set of new, innovative mathematical modeling tools for analyzing financial risk. Operational Tools in the Management of Financial Risks presents an array of new tools drawn from a variety of research areas, including chaos theory, exp, Operational Tools in the Management of Financial Risks

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Operational Tools in the Management of Financial Risks, This book presents a set of new, innovative mathematical modeling tools for analyzing financial risk. Operational Tools in the Management of Financial Risks presents an array of new tools drawn from a variety of research areas, including chaos theory, exp, Operational Tools in the Management of Financial Risks

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Operational Tools in the Management of Financial Risks, This book presents a set of new, innovative mathematical modeling tools for analyzing financial risk. Operational Tools in the Management of Financial Risks presents an array of new tools drawn from a variety of research areas, including chaos theory, exp, Operational Tools in the Management of Financial Risks

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