Titlebook: New Operational Approaches for Financial Modelling; Constantin Zopounidis Conference proceedings 1997 Springer-Verlag Berlin Heidelberg 19

FACT

An Investigation into Alternative Indicators of Risk Exposure: A Case Study at the Export Credits Gues pf default” assigned to each country that ECGD has business with. An unstable future environment or even a future crisis which will result in an increase of these probabilities will have a detrimental effect for ECGD.

滋養(yǎng)

Conference proceedings 1997ities 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 theoreti

孵卵器

LUMEN

1431-1941 6. 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 fol

gene-therapy

Conference proceedings 1997O 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 obj

MOTTO

Postoptimality for a Bond Portfolio Management Model those based on the alternative out-of-sample scenarios it provides bounds for the optimal value based on the pooled sample of scenarios of these groups. The presented numerical results are based on data from the Italian bond market.

痛恨

Demand for Assets by Heterogeneous Agents in the Italian Markets of their terminal wealth based on heterogeneous attitude toward risk. Solving a bi-level optimization program we endogenously esti mate the risk aversion parameters and derive the optimal market composition for each agent. The optimization models are applied to Italian market data over the 1987–94 period.

upstart

種子

‘Ebb and Flow’ of Fundamentalist, Imitator and Contrarian Investors in a Financial Marketn a next reversing of the price trend. We also study the performances of various agents, assuming that they leave the market when their risk capi tals are depleted. Different scenarios are considered and both analytical and numerical results are shown.

獨(dú)輪車

Disappearing Clouds: Weather Influences on Retail Salesch monthly sales figures have been obtained for the period January 1987 — July 1996. Weather variables of temperature and precipitation are included in the model and the effects on sales growth will be discussed in the paper.