BN.com Gift Guide

Operational Tools in the Management of Financial Risks / Edition 1

Hardcover (Print)
Used and New from Other Sellers
Used and New from Other Sellers
from $168.36
Usually ships in 1-2 business days
(Save 26%)
Other sellers (Hardcover)
  • All (5) from $168.36   
  • New (3) from $168.78   
  • Used (2) from $168.36   

Overview

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, expert systems, fuzzy sets, neural nets, risk analysis, shastic programming, and multicriteria decision making. Applications cover, but are not limited to, bankruptcy, credit granting, capital budgeting, corporate performance and viability, portfolio selection/management, and country risk.
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 shastic 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.

Read More Show Less

Editorial Reviews

Booknews
Zopounidis (production engineering and management, Technical U. of Crete) introduces an array of new operational tools to assess and manage the important dimension of financial risk: multicriteria analysis, decision support systems, chaos theory, fuzzy sets, artificial intelligence, and powerful combinations of such (e.g. the systems INVEST, CREDEX, and FINEVA). These are explored in 18 papers, as well as the classical Markowitz mean-variance model, discriminant analysis, logical regression, mathematical programming, and recursive partitioning. Selected tools are applied to portfolio selection and management, corporate performance analysis, and country risk evaluation. Author index only. Annotation c. by Book News, Inc., Portland, Or.
Read More Show Less

Product Details

  • ISBN-13: 9780792380559
  • Publisher: Springer US
  • Publication date: 1/31/1998
  • Edition description: 1998
  • Edition number: 1
  • Pages: 327
  • Product dimensions: 0.81 (w) x 6.14 (h) x 9.21 (d)

Table of Contents

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.
Read More Show Less

Customer Reviews

Be the first to write a review
( 0 )
Rating Distribution

5 Star

(0)

4 Star

(0)

3 Star

(0)

2 Star

(0)

1 Star

(0)

Your Rating:

Your Name: Create a Pen Name or

Barnes & Noble.com Review Rules

Our reader reviews allow you to share your comments on titles you liked, or didn't, with others. By submitting an online review, you are representing to Barnes & Noble.com that all information contained in your review is original and accurate in all respects, and that the submission of such content by you and the posting of such content by Barnes & Noble.com does not and will not violate the rights of any third party. Please follow the rules below to help ensure that your review can be posted.

Reviews by Our Customers Under the Age of 13

We highly value and respect everyone's opinion concerning the titles we offer. However, we cannot allow persons under the age of 13 to have accounts at BN.com or to post customer reviews. Please see our Terms of Use for more details.

What to exclude from your review:

Please do not write about reviews, commentary, or information posted on the product page. If you see any errors in the information on the product page, please send us an email.

Reviews should not contain any of the following:

  • - HTML tags, profanity, obscenities, vulgarities, or comments that defame anyone
  • - Time-sensitive information such as tour dates, signings, lectures, etc.
  • - Single-word reviews. Other people will read your review to discover why you liked or didn't like the title. Be descriptive.
  • - Comments focusing on the author or that may ruin the ending for others
  • - Phone numbers, addresses, URLs
  • - Pricing and availability information or alternative ordering information
  • - Advertisements or commercial solicitation

Reminder:

  • - By submitting a review, you grant to Barnes & Noble.com and its sublicensees the royalty-free, perpetual, irrevocable right and license to use the review in accordance with the Barnes & Noble.com Terms of Use.
  • - Barnes & Noble.com reserves the right not to post any review -- particularly those that do not follow the terms and conditions of these Rules. Barnes & Noble.com also reserves the right to remove any review at any time without notice.
  • - See Terms of Use for other conditions and disclaimers.
Search for Products You'd Like to Recommend

Recommend other products that relate to your review. Just search for them below and share!

Create a Pen Name

Your Pen Name is your unique identity on BN.com. It will appear on the reviews you write and other website activities. Your Pen Name cannot be edited, changed or deleted once submitted.

 
Your Pen Name can be any combination of alphanumeric characters (plus - and _), and must be at least two characters long.

Continue Anonymously

    If you find inappropriate content, please report it to Barnes & Noble
    Why is this product inappropriate?
    Comments (optional)