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Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) |
WhitcombDavid K
BrickIvan E RonenTavy LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Stock exchanges - Mathematical models
Securities - Prices - Mathematical models Liquidity (Economics) - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-90910-6
9786611909109 981-270-729-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 3; Contents; Introduction to Volume 3 Ivan E. Brick, Tavy Ronen; List of Contributors; Section I - Economics of Limit Orders; Chapter 1 Discriminatory Limit Order Books, Uniform Price Clearing and Optimality Lawrence R. Glosten; 1. Introduction; 2. The Economic Setting; 3. Optimum Terms of Trade; 4. Discriminatory CLOB and Uniform Price Clearing; 4.1. CLOB; 4.2. Uniform price clearing; 4.3. Welfare analysis; 5. Discussion; 6. Conclusion; Acknowledgments; References
Chapter 2 Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice Mark Coppejans, Ian Domowitz, Ananth Madhavan1. Introduction; 2. Theory; 2.1. Model framework; 2.2. Liquidity dynamics; 3. Empirical Results; 3.1. Institutional details; 3.2. Data; 3.3. Liquidity metrics; 3.4. Realized price impact costs; 4. Dynamics of Liquidity; 4.1. Identification; 4.2. Specification and estimation of market liquidity dynamics; 4.3. Impulse response functions; 4.4. The dynamic relationship between liquidity and volatility; 5. Practical Issues; 5.1. Institutional trading 5.2. Optimal trading strategies5.3. Market structure, trading protocols, and resiliency; 6. Conclusion; Acknowledgments; References; Chapter 3 Notes for a Contingent Claims Theory of Limit Order Markets Bruce N. Lehmann; 1. Introduction; 2. Limit Orders as Order Flow Derivatives; 3. Limit Order Valuation and Order Flow Bets; 4. Limit Order Book Dynamics; 5. Conclusion; Acknowledgments; References; Chapter 4 The Option Value of the Limit Order Book Alex Frino, Elvis Jarnecic, Thomas H. McInish; 1. Introduction; 2. The ASX Market Structure; 3. Data and Methodology 3.1. Databases and sample selection3.2. Reconstruction of the limit order schedule; 3.3. Calculation of variables and the option value of a limit order; 3.4. The limit order schedule and its option value; 4. Empirical Results; 4.1. An intraday examination of the limit order schedule; 4.2. Robustness of results across size of stocks and time periods; 5. Summary and Conclusions; Acknowledgments; References; Section II - Essays on Liquidity of Markets; Chapter 5 The Cross Section of Daily Variation in Liquidity Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam; 1. Data 1.1. Inclusion requirements1.2. Summary statistics; 2. The Relation Between Liquidity and Stock Volatility; 2.1. Theoretical background; 2.2. Empirical analysis; 2.2.1. Time-series regressions; 2.2.2. Cross-sectional determinants of the response of liquidity to absolute returns; 2.2.3. Robustness checks; 3. Conclusion; Acknowledgments; References; Chapter 6 Intraday Volatility on the NYSE and NASDAQ Daniel G.Weaver; 1. Introduction; 2. Sample and Methodology; 3. Results; 4. Conclusion; Acknowledgments; References Chapter 7 The Intraday Probability of Informed Trading on the NYSE Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness |
| Record Nr. | UNINA-9910453338103321 |
| Hackensack, N.J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) |
WhitcombDavid K
BrickIvan E RonenTavy LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Stock exchanges - Mathematical models
Securities - Prices - Mathematical models Liquidity (Economics) - Mathematical models |
| ISBN |
1-281-90910-6
9786611909109 981-270-729-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 3; Contents; Introduction to Volume 3 Ivan E. Brick, Tavy Ronen; List of Contributors; Section I - Economics of Limit Orders; Chapter 1 Discriminatory Limit Order Books, Uniform Price Clearing and Optimality Lawrence R. Glosten; 1. Introduction; 2. The Economic Setting; 3. Optimum Terms of Trade; 4. Discriminatory CLOB and Uniform Price Clearing; 4.1. CLOB; 4.2. Uniform price clearing; 4.3. Welfare analysis; 5. Discussion; 6. Conclusion; Acknowledgments; References
Chapter 2 Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice Mark Coppejans, Ian Domowitz, Ananth Madhavan1. Introduction; 2. Theory; 2.1. Model framework; 2.2. Liquidity dynamics; 3. Empirical Results; 3.1. Institutional details; 3.2. Data; 3.3. Liquidity metrics; 3.4. Realized price impact costs; 4. Dynamics of Liquidity; 4.1. Identification; 4.2. Specification and estimation of market liquidity dynamics; 4.3. Impulse response functions; 4.4. The dynamic relationship between liquidity and volatility; 5. Practical Issues; 5.1. Institutional trading 5.2. Optimal trading strategies5.3. Market structure, trading protocols, and resiliency; 6. Conclusion; Acknowledgments; References; Chapter 3 Notes for a Contingent Claims Theory of Limit Order Markets Bruce N. Lehmann; 1. Introduction; 2. Limit Orders as Order Flow Derivatives; 3. Limit Order Valuation and Order Flow Bets; 4. Limit Order Book Dynamics; 5. Conclusion; Acknowledgments; References; Chapter 4 The Option Value of the Limit Order Book Alex Frino, Elvis Jarnecic, Thomas H. McInish; 1. Introduction; 2. The ASX Market Structure; 3. Data and Methodology 3.1. Databases and sample selection3.2. Reconstruction of the limit order schedule; 3.3. Calculation of variables and the option value of a limit order; 3.4. The limit order schedule and its option value; 4. Empirical Results; 4.1. An intraday examination of the limit order schedule; 4.2. Robustness of results across size of stocks and time periods; 5. Summary and Conclusions; Acknowledgments; References; Section II - Essays on Liquidity of Markets; Chapter 5 The Cross Section of Daily Variation in Liquidity Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam; 1. Data 1.1. Inclusion requirements1.2. Summary statistics; 2. The Relation Between Liquidity and Stock Volatility; 2.1. Theoretical background; 2.2. Empirical analysis; 2.2.1. Time-series regressions; 2.2.2. Cross-sectional determinants of the response of liquidity to absolute returns; 2.2.3. Robustness checks; 3. Conclusion; Acknowledgments; References; Chapter 6 Intraday Volatility on the NYSE and NASDAQ Daniel G.Weaver; 1. Introduction; 2. Sample and Methodology; 3. Results; 4. Conclusion; Acknowledgments; References Chapter 7 The Intraday Probability of Informed Trading on the NYSE Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness |
| Record Nr. | UNINA-9910782488003321 |
| Hackensack, N.J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee
| Advances in quantitative analysis of finance and accounting [[electronic resource] ] . Volume 3 : essays in microstructure in honor of David K. Whitcomb / / editors, Ivan E. Brick, Tavy Ronen, Cheng-Few Lee |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hackensack, N.J., : World Scientific, c2006 |
| Descrizione fisica | 1 online resource (269 p.) |
| Disciplina | 332.632 |
| Altri autori (Persone) |
WhitcombDavid K
BrickIvan E RonenTavy LeeCheng F |
| Collana | Advances in Quantitative Analysis of Finance & Accounting |
| Soggetto topico |
Stock exchanges - Mathematical models
Securities - Prices - Mathematical models Liquidity (Economics) - Mathematical models |
| ISBN |
1-281-90910-6
9786611909109 981-270-729-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Preface to Volume 3; Contents; Introduction to Volume 3 Ivan E. Brick, Tavy Ronen; List of Contributors; Section I - Economics of Limit Orders; Chapter 1 Discriminatory Limit Order Books, Uniform Price Clearing and Optimality Lawrence R. Glosten; 1. Introduction; 2. The Economic Setting; 3. Optimum Terms of Trade; 4. Discriminatory CLOB and Uniform Price Clearing; 4.1. CLOB; 4.2. Uniform price clearing; 4.3. Welfare analysis; 5. Discussion; 6. Conclusion; Acknowledgments; References
Chapter 2 Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice Mark Coppejans, Ian Domowitz, Ananth Madhavan1. Introduction; 2. Theory; 2.1. Model framework; 2.2. Liquidity dynamics; 3. Empirical Results; 3.1. Institutional details; 3.2. Data; 3.3. Liquidity metrics; 3.4. Realized price impact costs; 4. Dynamics of Liquidity; 4.1. Identification; 4.2. Specification and estimation of market liquidity dynamics; 4.3. Impulse response functions; 4.4. The dynamic relationship between liquidity and volatility; 5. Practical Issues; 5.1. Institutional trading 5.2. Optimal trading strategies5.3. Market structure, trading protocols, and resiliency; 6. Conclusion; Acknowledgments; References; Chapter 3 Notes for a Contingent Claims Theory of Limit Order Markets Bruce N. Lehmann; 1. Introduction; 2. Limit Orders as Order Flow Derivatives; 3. Limit Order Valuation and Order Flow Bets; 4. Limit Order Book Dynamics; 5. Conclusion; Acknowledgments; References; Chapter 4 The Option Value of the Limit Order Book Alex Frino, Elvis Jarnecic, Thomas H. McInish; 1. Introduction; 2. The ASX Market Structure; 3. Data and Methodology 3.1. Databases and sample selection3.2. Reconstruction of the limit order schedule; 3.3. Calculation of variables and the option value of a limit order; 3.4. The limit order schedule and its option value; 4. Empirical Results; 4.1. An intraday examination of the limit order schedule; 4.2. Robustness of results across size of stocks and time periods; 5. Summary and Conclusions; Acknowledgments; References; Section II - Essays on Liquidity of Markets; Chapter 5 The Cross Section of Daily Variation in Liquidity Tarun Chordia, Lakshmanan Shivakumar, Avanidhar Subrahmanyam; 1. Data 1.1. Inclusion requirements1.2. Summary statistics; 2. The Relation Between Liquidity and Stock Volatility; 2.1. Theoretical background; 2.2. Empirical analysis; 2.2.1. Time-series regressions; 2.2.2. Cross-sectional determinants of the response of liquidity to absolute returns; 2.2.3. Robustness checks; 3. Conclusion; Acknowledgments; References; Chapter 6 Intraday Volatility on the NYSE and NASDAQ Daniel G.Weaver; 1. Introduction; 2. Sample and Methodology; 3. Results; 4. Conclusion; Acknowledgments; References Chapter 7 The Intraday Probability of Informed Trading on the NYSE Michael A. Goldstein, Bonnie F. Van Ness, Robert A. Van Ness |
| Altri titoli varianti | Finance and accounting |
| Record Nr. | UNINA-9910824665603321 |
| Hackensack, N.J., : World Scientific, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck
| Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck |
| Autore | Hasbrouck Joel |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2007 |
| Descrizione fisica | 1 online resource (209 p.) |
| Disciplina | 332.64 |
| Soggetto topico |
Securities
Securities - Prices Investments - Mathematical models Stock exchanges - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
9786612235283
0-19-804130-6 1-282-23528-1 1-280-90793-2 1-4294-6891-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. |
| Record Nr. | UNINA-9910452323503321 |
Hasbrouck Joel
|
||
| Oxford ; ; New York, : Oxford University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck
| Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck |
| Autore | Hasbrouck Joel |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2007 |
| Descrizione fisica | 1 online resource (209 p.) |
| Disciplina | 332.64 |
| Soggetto topico |
Securities
Securities - Prices Investments - Mathematical models Stock exchanges - Mathematical models |
| ISBN |
0-19-771012-3
0-19-988532-X 9786612235283 0-19-804130-6 1-282-23528-1 1-280-90793-2 1-4294-6891-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. |
| Record Nr. | UNINA-9910777765003321 |
|
Hasbrouck Joel
|
||
| Oxford ; ; New York, : Oxford University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck
| Empirical market microstructure [[electronic resource] ] : the institutions, economics and econometrics of securities trading / / Joel Hasbrouck |
| Autore | Hasbrouck Joel |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Oxford ; ; New York, : Oxford University Press, 2007 |
| Descrizione fisica | 1 online resource (209 p.) |
| Disciplina | 332.64 |
| Soggetto topico |
Securities
Securities - Prices Investments - Mathematical models Stock exchanges - Mathematical models |
| ISBN |
0-19-771012-3
0-19-988532-X 9786612235283 0-19-804130-6 1-282-23528-1 1-280-90793-2 1-4294-6891-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time-series analysis -- Sequential trade models -- Order flow and the probability of informed trading -- Strategic trade models -- A generalized roll model -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies.
Introduction -- Trading mechanisms -- The roll model of trade prices -- Univariate time series analysis -- Sequential trade models -- Order flow and the probability of informed trading (PIN) -- Strategic trade models -- A generalized roll model of trade prices -- Multivariate linear microstructure models -- Multiple securities and multiple prices -- Dealers and their inventories -- Limit order markets -- Depth -- Trading costs : retrospective and comparative -- Prospective trading costs and execution strategies. |
| Record Nr. | UNINA-9910828496803321 |
|
Hasbrouck Joel
|
||
| Oxford ; ; New York, : Oxford University Press, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Supply chain and finance [[electronic resource] /] / editors, Panos M. Pardalos, Athanasios Migdalas, George Baourakis
| Supply chain and finance [[electronic resource] /] / editors, Panos M. Pardalos, Athanasios Migdalas, George Baourakis |
| Pubbl/distr/stampa | River Edge, N.J. ; ; London, : World Scientific, c2004 |
| Descrizione fisica | 1 online resource (359 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
PardalosP. M <1954-> (Panos M.)
MigdalasAthanasios BaourakisGeorge |
| Collana | Series on computers and operations research |
| Soggetto topico |
Financial engineering
Business logistics - Mathematical models Stock exchanges - Mathematical models Portfolio management - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-87251-2
9786611872519 981-256-258-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Supply Chain and Finance; Preface; CONTENTS; Network-based Techniques in the Analysis of the Stock Market V. Boginski, S. Butenko, P.M. Pardalos; On the Efficiency of the Capital Market in Greece: Price Discovery and Causality in the Athens Stock Exchange and the Athens Derivatives Exchange H. V. Mertzanis; Assessing the Financial Performance of Marketing Co-Operatives and Investor Owned Firms: a Multicriteria Methodology G. Baourakis, N. Kalogeras, C. Zopounidis and G. Van Dijk
Assessing Country Risk Using Multicriteria Classification Approaches E. Gjonca, M. Doumpos, G. Baourakis, C. ZopounidisAssessing Equity Mutual Funds Performance Using a Multicriteria Methodology: a Comparative Analysis K. Pendaraki, M. Doumpos, C. Zopounidis; Stacked Generalization Framework for the Prediction of Corporate Acquisitions E. Tartari, M. Doumpos, G. Baourakis, C. Zopounidis; Single Airport Ground Holding Problem - Benefits of Modeling Uncertainty and Risk K. Taafe; Measuring Production Efficiency in the Greek Food Industry A. Karakitsiou, A. Mavrommati and A. Migdalas Brand Management in the Fruit Juice Industry G. Baourakis and G. BaltasCritical Success Factors of Business To Business (B2B) E-commerce Solutions to Supply Chain Management I.P. Vlachos; Towards the Identification of Human, Social, Cultural and Organizational Requirements for Successful E-commerce Systems Development A . S. Andreou, S. M. Mavromoustakos and C. N . Schizas; Towards Integrated Web-Based Environment for B2B International Trade: Mall 2000 Project Case R. Nikolov, B. Lomev and S. Varbanov; Portfolio Optimization with Drawdown Constraints A. Chekhlov, S. Uryasev and M. Zabarankin Portfolio Optimization using Markowitz Model: an Application to the Bucharest Stock Exchange C. Viju, G. Baourakis, A. Migdalas, M. Doumpos and P.M. PardalosA New Algorithm for the Triangulation of Input-Output Tables in Economics B. H. Chiarini, W. Chaovalitwongse and P.M. Pardalos; Mining Encrypted Data B. Boutsinas, G. C. Meletiou and M. N. Vrahatis; Exchange Rate Forecasting through Distributed Time-Lagged Feedforward Neural Networks N.G. Pavlidis, D.K. Tasoulis, G.S. Androulakis and M.N. Vrahatis; Network Flow Problems with Step Cost Functions R. Yang and P.M. Pardalos Models for Integrated Customer Order Selection and Requirements Planning under Limited Production Capacity K. Taaffe and J. Geunes |
| Record Nr. | UNINA-9910450328703321 |
| River Edge, N.J. ; ; London, : World Scientific, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Supply chain and finance [[electronic resource] /] / editors, Panos M. Pardalos, Athanasios Migdalas, George Baourakis
| Supply chain and finance [[electronic resource] /] / editors, Panos M. Pardalos, Athanasios Migdalas, George Baourakis |
| Pubbl/distr/stampa | River Edge, N.J. ; ; London, : World Scientific, c2004 |
| Descrizione fisica | 1 online resource (359 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
PardalosP. M <1954-> (Panos M.)
MigdalasAthanasios BaourakisGeorge |
| Collana | Series on computers and operations research |
| Soggetto topico |
Financial engineering
Business logistics - Mathematical models Stock exchanges - Mathematical models Portfolio management - Mathematical models |
| ISBN |
1-281-87251-2
9786611872519 981-256-258-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Supply Chain and Finance; Preface; CONTENTS; Network-based Techniques in the Analysis of the Stock Market V. Boginski, S. Butenko, P.M. Pardalos; On the Efficiency of the Capital Market in Greece: Price Discovery and Causality in the Athens Stock Exchange and the Athens Derivatives Exchange H. V. Mertzanis; Assessing the Financial Performance of Marketing Co-Operatives and Investor Owned Firms: a Multicriteria Methodology G. Baourakis, N. Kalogeras, C. Zopounidis and G. Van Dijk
Assessing Country Risk Using Multicriteria Classification Approaches E. Gjonca, M. Doumpos, G. Baourakis, C. ZopounidisAssessing Equity Mutual Funds Performance Using a Multicriteria Methodology: a Comparative Analysis K. Pendaraki, M. Doumpos, C. Zopounidis; Stacked Generalization Framework for the Prediction of Corporate Acquisitions E. Tartari, M. Doumpos, G. Baourakis, C. Zopounidis; Single Airport Ground Holding Problem - Benefits of Modeling Uncertainty and Risk K. Taafe; Measuring Production Efficiency in the Greek Food Industry A. Karakitsiou, A. Mavrommati and A. Migdalas Brand Management in the Fruit Juice Industry G. Baourakis and G. BaltasCritical Success Factors of Business To Business (B2B) E-commerce Solutions to Supply Chain Management I.P. Vlachos; Towards the Identification of Human, Social, Cultural and Organizational Requirements for Successful E-commerce Systems Development A . S. Andreou, S. M. Mavromoustakos and C. N . Schizas; Towards Integrated Web-Based Environment for B2B International Trade: Mall 2000 Project Case R. Nikolov, B. Lomev and S. Varbanov; Portfolio Optimization with Drawdown Constraints A. Chekhlov, S. Uryasev and M. Zabarankin Portfolio Optimization using Markowitz Model: an Application to the Bucharest Stock Exchange C. Viju, G. Baourakis, A. Migdalas, M. Doumpos and P.M. PardalosA New Algorithm for the Triangulation of Input-Output Tables in Economics B. H. Chiarini, W. Chaovalitwongse and P.M. Pardalos; Mining Encrypted Data B. Boutsinas, G. C. Meletiou and M. N. Vrahatis; Exchange Rate Forecasting through Distributed Time-Lagged Feedforward Neural Networks N.G. Pavlidis, D.K. Tasoulis, G.S. Androulakis and M.N. Vrahatis; Network Flow Problems with Step Cost Functions R. Yang and P.M. Pardalos Models for Integrated Customer Order Selection and Requirements Planning under Limited Production Capacity K. Taaffe and J. Geunes |
| Record Nr. | UNINA-9910783467703321 |
| River Edge, N.J. ; ; London, : World Scientific, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Supply chain and finance / / editors, Panos M. Pardalos, Athanasios Migdalas, George Baourakis
| Supply chain and finance / / editors, Panos M. Pardalos, Athanasios Migdalas, George Baourakis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | River Edge, N.J. ; ; London, : World Scientific, c2004 |
| Descrizione fisica | 1 online resource (359 p.) |
| Disciplina | 332.6 |
| Altri autori (Persone) |
PardalosP. M <1954-> (Panos M.)
MigdalasAthanasios BaourakisGeorge |
| Collana | Series on computers and operations research |
| Soggetto topico |
Financial engineering
Business logistics - Mathematical models Stock exchanges - Mathematical models Portfolio management - Mathematical models |
| ISBN |
1-281-87251-2
9786611872519 981-256-258-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Supply Chain and Finance; Preface; CONTENTS; Network-based Techniques in the Analysis of the Stock Market V. Boginski, S. Butenko, P.M. Pardalos; On the Efficiency of the Capital Market in Greece: Price Discovery and Causality in the Athens Stock Exchange and the Athens Derivatives Exchange H. V. Mertzanis; Assessing the Financial Performance of Marketing Co-Operatives and Investor Owned Firms: a Multicriteria Methodology G. Baourakis, N. Kalogeras, C. Zopounidis and G. Van Dijk
Assessing Country Risk Using Multicriteria Classification Approaches E. Gjonca, M. Doumpos, G. Baourakis, C. ZopounidisAssessing Equity Mutual Funds Performance Using a Multicriteria Methodology: a Comparative Analysis K. Pendaraki, M. Doumpos, C. Zopounidis; Stacked Generalization Framework for the Prediction of Corporate Acquisitions E. Tartari, M. Doumpos, G. Baourakis, C. Zopounidis; Single Airport Ground Holding Problem - Benefits of Modeling Uncertainty and Risk K. Taafe; Measuring Production Efficiency in the Greek Food Industry A. Karakitsiou, A. Mavrommati and A. Migdalas Brand Management in the Fruit Juice Industry G. Baourakis and G. BaltasCritical Success Factors of Business To Business (B2B) E-commerce Solutions to Supply Chain Management I.P. Vlachos; Towards the Identification of Human, Social, Cultural and Organizational Requirements for Successful E-commerce Systems Development A . S. Andreou, S. M. Mavromoustakos and C. N . Schizas; Towards Integrated Web-Based Environment for B2B International Trade: Mall 2000 Project Case R. Nikolov, B. Lomev and S. Varbanov; Portfolio Optimization with Drawdown Constraints A. Chekhlov, S. Uryasev and M. Zabarankin Portfolio Optimization using Markowitz Model: an Application to the Bucharest Stock Exchange C. Viju, G. Baourakis, A. Migdalas, M. Doumpos and P.M. PardalosA New Algorithm for the Triangulation of Input-Output Tables in Economics B. H. Chiarini, W. Chaovalitwongse and P.M. Pardalos; Mining Encrypted Data B. Boutsinas, G. C. Meletiou and M. N. Vrahatis; Exchange Rate Forecasting through Distributed Time-Lagged Feedforward Neural Networks N.G. Pavlidis, D.K. Tasoulis, G.S. Androulakis and M.N. Vrahatis; Network Flow Problems with Step Cost Functions R. Yang and P.M. Pardalos Models for Integrated Customer Order Selection and Requirements Planning under Limited Production Capacity K. Taaffe and J. Geunes |
| Record Nr. | UNINA-9910811593803321 |
| River Edge, N.J. ; ; London, : World Scientific, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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