Country: Greece

Found 243 papers in total
Fuzzy near-optimal algorithm for the determination of investment options
2007,
When cash becomes available in a company, there are several strategies that allow us...
Financial statement analysis: A bootstrapping approach in data envelopment analysis
2007,
This paper contrasts data envelopment analysis (DEA) and traditional ratio analysis...
Optimal financial structure in investment projects
2009,
Investment projects tied to large public infrastructures have proliferated throughout...
Multiple objectives in portfolio selection
2005,
We begin this paper by first comparing the theory of present-day portfolio selection,...
An experimental comparison of some efficient approaches for training support vector machines
2004,
Support Vector Machines (SVMs) are one of the most widely used techniques for...
Some recent developments in deterministic global optimization
2004,
During the last four decades there has been a remarkable development in global...
Efficient minimization over products of simplices and its application to nonlinear multicommodity network problems
2004,
Many problems in portfolio selection, in traffic planning and in computer...
Analysis of stock market structure by identifying connected components in the market graph
2005,
We consider a recently introduced network-based representation of the U.S. stock...
A comparison of yield curve estimation methods: the Greek case
2005,
The yield curve is a very important tool for evaluating debt instruments and the...
Optimal loan pricing under uncertainty
2005,
This paper examines the problem of optimal loan pricing under uncertainty. The model...
A comparison and integration of classification techniques for the prediction of small UK firms failure
2005,
In this paper we compare the efficiency of five classification techniques namely,...
Trying but failing to ride the bull market: a random coefficient model to examine Greek mutual funds performance
2006,
This paper provides an empirical assessment of the performance of Greek mutual fund...
Ranking portfolios from multiple articulated risk measures: an uncertainty decision approach
2006,
This paper proposes a performance ranking of efficient portfolios when risk is...
Forecasting the FTSE 100 volatility: information content of historical, implied and implied stochastic volatilities
2006,
A prevailing parameter in the ex ante measurement of option value is the volatility of...
Exchange rate forecasting by neuro-fuzzy techniques
2005,
Modelling the human behaviour in the market of the exchange rate has always been an...
Pattern recognition in the Athens stock market: further evidence using a non-parametric approach
2005,
A nonparametric test like stochastic dominance analysis, which relies on cumulative...
Financial performance measurement: a multicriteria methodology
2005,
In this paper we propose an ELECTRE I methodology to choose among different strategic...
A simple method for computing value at risk using principal components analysis and quasi Monte Carlo
2005,
Managing financial risk is a complex task for financial institutions and portfolio...
Hierarchical modeling for the agricultural sector in Greece and bilevel programming
2005,
In this article a linear bilevel model is presented, the first level of which concerns...
New elements in international maritime standards: developing a Safety Case Approach for the treatment of tanker incidents
2006,
In this paper we examine new methods for investigating and evaluating marine accidents...
Multiple criteria analysis in the context of information imperfections: processing of additional information
2005,
Facing the differences in the literature concerning the ways uncertainty, imprecision,...
The criticality of the time on the refund of the projects. The special case of the concession projects
2006,
The project management theory, as it has been developed until now, is based on the...
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