Journal: Journal of Financial Decision Making

Found 20 papers in total
Portfolio selection through the goal programming model: An overview
Portfolio selection through the goal programming model: An overview
2010,
The main objective of the mutli-attribute portfolio selection methodology is to...
Solving stochastic multi-objective programming in multi-attribute portfolio selection through the goal programming model
Solving stochastic multi-objective programming in multi-attribute portfolio selection through the goal programming model
2010,
The aim of this paper is to present an approach for solving the Stochastic...
Mutual funds portfolio selection for emerging market: The case for Egypt
Mutual funds portfolio selection for emerging market: The case for Egypt
2010,
This paper examines portfolio selection for mutual funds in Egyptian financial market...
Fuzzy near-optimal algorithm for the determination of investment options
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
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
Optimal financial structure in investment projects
2009,
Investment projects tied to large public infrastructures have proliferated throughout...
Multiple objectives in portfolio selection
Multiple objectives in portfolio selection
2005,
We begin this paper by first comparing the theory of present-day portfolio selection,...
Analysis of stock market structure by identifying connected components in the market graph
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
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
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
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
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
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
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...
A critical examination of three methodological issues – accounting information (ratios) used, sampling procedures, and expected cost of prediction errors – related to corporate bankruptcy prediction models and their implications to the model's usefulness
A critical examination of three methodological issues – accounting information (ratios) used, sampling procedures, and expected cost of prediction errors – related to corporate bankruptcy prediction models and their implications to the model's usefulness
2006,
In this paper we examine three methodological issues associated with corporate...
Exchange rate forecasting by neuro-fuzzy techniques
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
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
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
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
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...
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