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Operational Research Methods in Business, Finance and Economics [[electronic resource] ] : Proceedings of the 31st European Conference on Operational Research, Athens, Greece, July 11-14, 2021 / / edited by Constantin Zopounidis, Angeliki Liadaki, Marianna Eskantar
| Operational Research Methods in Business, Finance and Economics [[electronic resource] ] : Proceedings of the 31st European Conference on Operational Research, Athens, Greece, July 11-14, 2021 / / edited by Constantin Zopounidis, Angeliki Liadaki, Marianna Eskantar |
| Autore | Zopounidis Constantin |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (173 pages) |
| Disciplina | 658.403 |
| Altri autori (Persone) |
AngelikiLiadaki
MariannaEskantar |
| Collana | Lecture Notes in Operations Research |
| Soggetto topico |
Operations research
Management science Mathematical optimization Operations Research and Decision Theory Operations Research, Management Science Optimization |
| ISBN | 3-031-31241-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Preface -- Contents -- Stochastic Differential Equations in upper L Superscript pLp-Spaces -- 1 Motivation and Further Research -- 2 Introduction -- 3 Stochastic Calculus Under Riemann-Riesz Integration -- 4 Stochastic Differential Equations Under Riemann-Riesz Integration -- 5 Existence and Uniqueness of Strong Solution -- 6 Appendix: Some Notions of Partially Ordered Vector Spaces -- References -- A Machine Learning Approach to Entrepreneurial Finance Modelling -- 1 Introduction -- 2 Why Segmented Models: What Do We Aggregate? -- 2.1 Practitioners: Segmented Models in Markets -- 2.2 Segmented Models in Peer Review Literature -- 3 From Segmentation to Hierarchical Microtargeting Models -- 3.1 Hierarchical Approaches: Regression Trees and Random Forests -- 3.2 Functional Form of Segmented Models -- 4 Modelling Investment Selection and Startup Survivability -- 5 Example of CART-Based Microtargeting Valuation Using a Single Categorical Variable -- 6 Discussion and Further Research -- References -- Green Versus Non-green Banks: A Differences-In-Differences CAMEL-Based Approach -- 1 Introduction -- 2 Related Literature -- 2.1 CAMEL/CAMELS Rating System -- 2.2 Green or Sustainable Finance -- 2.3 Green Banking and Green Banks -- 2.4 International Organizations, Green Banking, and Sustainable Finance -- 3 Data, Variables and Methodology -- 3.1 Data -- 3.2 Variables -- 3.3 Methodology -- 4 Empirical Analysis -- 4.1 Descriptive Statistics -- 4.2 Unit Root Test -- 4.3 T-Tests Results and Discussion -- 4.4 Correlation Analysis -- 4.5 Regressions Results and Discussion -- 5 Conclusions and Policy Implications -- References -- Measuring Corporate Gender Diversity and Inclusion with UW-TOPSIS and Linguistic Intervals -- 1 Introduction -- 2 Unweighted TOPSIS with Linguistic Intervals -- 2.1 Fuzzy Treatment of Decision Criteria Weights.
2.2 UW-TOPSIS with Fuzzy Weights -- 3 Ranking Finnish Companies Based on Their Gender Equality Degree Using UW-TOPSIS with Linguistic Variables -- 4 Conclusions -- References -- A Multicriteria Analysis Approach to Tourists' Satisfaction with Local Food Consumption -- 1 Introduction -- 2 MUSA Method -- 2.1 Basic Model -- 2.2 Results -- 2.3 Extension of the MUSA Method -- 3 Research Design -- 3.1 Satisfaction Criteria -- 3.2 Questionnaire Development -- 3.3 Participants and Sampling -- 4 Results -- 4.1 Univariate Analysis -- 4.2 Bivariate Analysis -- 4.3 Multivariate Analysis -- 5 Discussion -- 6 Conclusions -- References -- Ecotourism as a Tool for Regional Development in the Area of Prespa National Forest Park -- 1 Introduction -- 2 Methodology -- 3 Results -- 4 Conclusion -- References -- Evaluating the Importance of ESG Criteria: A Multicriteria Approach -- 1 Introduction -- 2 Methodology -- 3 Data -- 4 Results -- 4.1 Results by Sector -- 4.2 Results by Country Group -- 4.3 Results Over Time -- 5 Conclusions and Future Research -- References -- Lufthansa Airlines. The Microeconomic and Macroeconomic Environment of the Company and the Industry in 2020 and Its Readiness Against Crisis -- 1 Methodologies, Data and Analysis -- 2 Introduction -- 2.1 Lufthansa Overall Performance (2006-2019) -- 3 Airlines Market Exposure and Nature of Competition -- 3.1 Airlines Oligopoly -- 3.2 Performance Versus Competition -- 3.3 Product Market Exposure and Demand Price Elasticity -- 4 Vulnerability and Costs -- 4.1 Cost Structure -- 4.2 Cost Vulnerabilities -- 5 The Macroeconomic Impact of Oil Prices -- 5.1 Evolution of Oil Price -- 6 Conclusions. Effectiveness of Lufthansa Strategy and Readiness Towards Crisis -- 6.1 Overall Effectiveness of Business Strategy (2006-2019) -- 6.2 Lufthansa Readiness Against Economic Shocks (2009, 2020) -- Appendix 1 -- Appendix 2. Appendix 3 -- References. |
| Record Nr. | UNINA-9910734834203321 |
Zopounidis Constantin
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative financial risk management : theory and practice / / Constantin Zopounidis, Emilios Galariotis
| Quantitative financial risk management : theory and practice / / Constantin Zopounidis, Emilios Galariotis |
| Autore | Zopounidis Constantin |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2015 |
| Descrizione fisica | 1 online resource (451 p.) |
| Disciplina | 332 |
| Collana | Frank J. Fabozzi Series |
| Soggetto topico | Financial risk management |
| ISBN |
1-118-73822-5
1-119-08030-4 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Preface About the Editors Section I: Supervisory Risk Management Chapter 1: Measuring Systemic Risk: Structural Approaches Raimund M. Kovacevic and Georg Ch. Pflug Chapter 2: Supervisory Requirements and Expectations for Portfolio-Level Counter party Credit Risk Measurement and Management Michael Jacobs Jr. Chapter 3: Nonperforming Loans in the Bank Production Technology Hirofumi Fukuyama and William L. Weber Section II: Risk Models and Measures Chapter 4: A Practical Guide to Regime Switching in Financial Economics Iain Clacher, Mark Freeman, David Hillier, Malcolm Kemp, and Qi Zhang Chapter 5: Output Analysis and Stress Testing for Risk-Constrained Portfolios Jitka Dupa a and Milos Kopa Chapter 6: Risk Measures and Management in the Energy Sector Marida Bertocchi, Rosella Giacometti, and Maria Teresa Vespucci Section III: Portfolio Management Chapter 7: Portfolio Optimization: Theory and Practice William T. Ziemba Chapter 8: Portfolio Optimization and Transaction Costs Renata Mansini, Wlodzimierz Ogryczak, and M. Grazia Speranza Chapter 9: Statistical Properties and Tests of Efficient Frontier Portfolios Chris J Adcock Section IV: Credit Risk Modeling Chapter 10: Stress Testing for Portfolio Credit Risk: Supervisory Expectations and Practices Michael Jacobs Jr. Chapter 11: A Critique of Credit Risk Models with Evidence from Mid-Cap Firms David E. Allen. Robert J. Powell, and Abhay K. Singh Chapter 12: Predicting Credit Ratings Using a Robust Multicriteria Approach Constantin Zopounidis Section V: Financial Markets Chapter 13: Parameter Analysis of the VPIN (Volume-Synchronized Probability of Informed Trading) Metric Jung Heon Song, Kesheng Wu, and Horst D. Simon Chapter 14: Covariance Specification Tests for Multivariate GARCH Models Gregory Koutmos Chapter 15: Accounting Information in the Prediction of Securities Class Actions Vassiliki Balla About the Contributors Index . |
| Record Nr. | UNINA-9910140647103321 |
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Zopounidis Constantin
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| Hoboken, New Jersey : , : Wiley, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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