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New Operational Approaches for Financial Modelling

  • Constantin Zopounidis

Part of the Contributions to Management Science book series (MANAGEMENT SC.)

Table of contents

  1. Front Matter
    Pages I-XI
  2. New Trends in Financial Modelling

    1. Front Matter
      Pages 1-1
  3. High Performance Computing and Finance

    1. Front Matter
      Pages 35-35
    2. Jitka Dupačová, Marida Bertocchi, Vittorio Moriggia
      Pages 49-62
    3. Rita L. D’Ecclesia, Stavros A. Zenios
      Pages 63-79
  4. Financial Markets, Portfolio Theory and Selection

    1. Front Matter
      Pages 81-81
    2. Iordanis N. Floropoulos, Christos I. Negakis, Dimitrios V. Kousenidis
      Pages 83-99
    3. Jyoti P. Gupta, I. M. Pandey, Pornpibul Kanchanachayphoom
      Pages 101-119
    4. Aldo Tagliani, Lorenzo Peccati, Luigi Ferrari
      Pages 121-132
  5. Financial Forecasting

  6. Corporate Finance: Investment and Financing Decisions

    1. Front Matter
      Pages 207-207
    2. Nico van der Wijst
      Pages 209-220
  7. Insurance Companies and Financial Modelling

    1. Front Matter
      Pages 245-245
    2. J. H. von Eije, P. W. Otter
      Pages 247-258
    3. Luisa Tibiletti
      Pages 259-270
    4. P. M. Pardalos, M. Michalopoulos, C. Zopounidis
      Pages 271-283
  8. Stochastic Modelling and Uncertainty in Finance

    1. Front Matter
      Pages 285-285
    2. Donato M. Cifarelli, Lorenzo Peccati, Aldo Tagliani
      Pages 311-322
    3. R. Kalfakakou, K. Anastasiadis, P. Christidis
      Pages 323-332
  9. Data Analysis and Financial Accounting

    1. Front Matter
      Pages 333-333
    2. Dušan Mramor, Neža Mramor Kosta
      Pages 335-348
    3. Dimitris Karapistolis, Ioannis Papadimitriou, Nikos Koutsoupias
      Pages 365-374
  10. Multicriteria Analysis in Financial Decisions

    1. Front Matter
      Pages 375-375
    2. Nikolaos F. Matsatsinis, Ioannis B. Sintos, Constantin Zopounidis
      Pages 389-403
    3. Christiana V. Zenios, Stavros A. Zenios, Kostas Agathocleous, Andreas C. Soteriou
      Pages 405-416
    4. Philippe Spieser, Alain Chevalier
      Pages 441-451
  11. Back Matter
    Pages 453-454

About these proceedings

Introduction

th This book is devoted to the 19 Meeting of the EURO Working Group on Financial Modelling, held in Chania, Crete, Greece,November28-30, 1996. The EURO Working Group on Financial Modelling was founded in September 1986 in Lisbon. The primary field of interest for the Working Group can be described as "the development of financial models that help to solve problems facedby financial managers in the firm". From this point of view, the following objectivesof the Working Group are distinguished: • providing an international forum for exchange of information and experience on financial modelling; • encouraging research in financial modelling (i. e. new techniques, methodologies, software,empirical studies,etc. ); • stimulating and strengthening the interaction between financial economic theory and the practice of financial decision making; • cooperating and exchanging information with universities and financial institutions throughout Europe. According to the aboveobjectives,the basic aim of this book is to present some new operational approaches (i. e. neural nets, multicriteria analysis, new optimization algorithms, decision software, etc. ) for financial modelling, both in a theoretical and practical levels. Thus, the present volume is divided in nine chapters. The first chapter refers to the new trends in financial modelling and includes two invited papers by Gil-Aluja and Pardalos. The second chapter involves papers on the topic of high performance computing and finance which is a European union project in which participate some members of the EURO Working Group on Financial Modelling (Spronk, Zenios, Dempster, etc. ).

Keywords

Asset-Backed Securitization Financial Accounting Investment Mutual Funds Optimization algorithm Optimization algorithms Options Pension Funds Portfolio Portfolio Management Portfolio Selection data analysis optimization programming simulation

Editors and affiliations

  • Constantin Zopounidis
    • 1
  1. 1.Department of Production Engineering and Management Decision Support Systems LaboratoryTechnical University of CreteChaniaGreece

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-59270-6
  • Copyright Information Physica-Verlag Heidelberg 1997
  • Publisher Name Physica, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-7908-1043-1
  • Online ISBN 978-3-642-59270-6
  • Series Print ISSN 1431-1941
  • Buy this book on publisher's site