New operational approaches for financial modelling. 19th meeting of the EURO working group, Chania, Crete, Greece, November 28--30, 1996 (Q1389384)

The articles of this volume will be reviewed individually. The 5th meeting (1989) has been reviewed (see Zbl 0709.90009). Indexed articles: \textit{Gil-Aluja, Jaime}, Financial modelling in the new paradigm of the decision theory, 3-18 [Zbl 1044.91506] \textit{Pardalos, P. M.}, Optimization techniques for portfolio selection, 19-33 [Zbl 1044.91531] \textit{Kouwenberg, Roy}, Asset liability management for pension funds: elements of Dert's model, 37-48 [Zbl 1044.91538] \textit{Dupačova, Jitka; Bertocchi, Marida; Moriggia, Vittorio}, Postoptimality for a bond portfolio management model, 49-62 [Zbl 1044.91521] \textit{D'Ecclesia, Rita L.; Zenios, Stavros A.}, Demand for assets by heterogeneous agents in the Italian markets, 63-79 [Zbl 1044.91515] \textit{Floropoulos, Iordanis N.; Negakis, Christos I.; Kousenidis, Dimitrios V.}, Recent developments in modelling abnormal stock returns: a review essay, 83-99 [Zbl 1044.91522] \textit{Gupta, Jyoti P.; Pandey, I. M.; Kanchanachayphoom, Pornpibul}, Warrants pricing in a thin market: case of Thailand, 101-119 [Zbl 1044.91562] \textit{Tagliani, Aldo; Peccati, Lorenzo; Ferrari, Luigi}, `Ebb and flow' of fundamentalist, imitator and contrarian investors in a financial market, 121-132 [Zbl 1044.91516] \textit{Rappai, Gábor; Varga, József}, Applicability of the CAPM on the Hungarian stock market:an empirical investigation, 133-143 [Zbl 1044.91565] \textit{Bosco, Stefano}, Stock market behaviour and imitation: some further results, 145-156 [Zbl 1044.91513] \textit{Mansini, Renata; Speranza, Maria Grazia}, On selecting a portfolio of lease contracts in an asset-backed securitization process, 157-170 [Zbl 1044.91529] \textit{Markellos, Raphael N.; Siriopoulos, Costas}, Nonlinear error-correction models in the Greek money market, 173-181 [Zbl 1044.91561] \textit{Kanellopoulos, Konstantinos N.}, An investigation into alternative indicators of risk exposure: a case of study at the Export Credits Guarantee Department (U.K.), 183-194 [Zbl 1044.91563] \textit{Fris, Pieter}, Disappearing clouds: weather influences of retail sales, 195-206 [Zbl 1044.91573] \textit{van der Wijst, Nico}, Firm finance and growth: an empirical analysis, 209-220 [Zbl 1044.91559] \textit{Babusiaux, Denis; Jaylet, Jean}, Investment project analysis and financing mix: a new method in sight?, 221-232 [Zbl 1044.91518] \textit{Baccarin, Stefano}, A new linear programming formulation for the capital rationing problem, 233-244 [Zbl 1044.90518] \textit{von Eije, J. H.; Otter, P. W.}, Modelling shareholder value of insurance companies, 247-258 [Zbl 1044.91536] \textit{Tibiletti, Luisa}, Zero-utility premium and time, 259-270 [Zbl 1044.91539] \textit{Pardalos, P. M.; Michalopoulos, M.; Zopounidis, C.}, On the use of multicriteria methods for the evaluation of insurance companies in Greece, 271-283 [Zbl 1044.91564] \textit{Ami, Dominique C.}, Preferences for early resolution of risk in financial markets with asymmetric information, 287-295 [Zbl 1044.91537] \textit{Castellano, Rosella; Di Ottavio, Francesca}, GARCH models as diffusion approximation: a simulation approach for currency hedging using options, 297-310 [Zbl 1044.91519] \textit{Cifarelli, Donato M.; Peccati, Lorenzo; Tagliani, Aldo}, Antiusury laws and market interest rate dynamics, 311-322 [Zbl 1044.91520] \textit{Kalfakakou, R.; Anastasiadis, K.; Christidis, P.}, Selection of investment using a decision tree, 323-332 [Zbl 1044.91523] \textit{Mramor, Dušan; Mramor Kosta, Neža}, Accounting ratios as factors of rate of return on equity, 335-348 [Zbl 1044.91530] \textit{Spathis, Charalambos T.}, Multivariate analysis in segment reporting by large industry firms in Greece, 349-364 [Zbl 1044.91566] \textit{Karapistolis, Dimitris; Papadimitriou, Ioannis; Koutsoupias, Nikos}, An alternative proposal in evaluating the performance of mutual funds, 365-374 [Zbl 1044.91524] \textit{Trafalis, Theodore B.; Mishina, Tsutomu}, A circumscribed ellipsoid method for multiobjective programming and application to financial planning, 377-388 [Zbl 1044.91535] \textit{Matsatsinis, Nikolaos F.; Sintos, Ioannis B.; Zopounidis, Constantin}, A decision support approach based on multicriterion \(Q\)-analysis for the evaluation of corporate performance and viability, 389-403 [Zbl 1044.91507] \textit{Zenios, Christiana V.; Zenios, Stavros A.; Agathocleous, Kostas; Soteriou, Andreas C.}, Establishing efficiency benchmarks of bank branches, 405-416 [Zbl 1044.91576] \textit{Zopounidis, Constantin; Doumpos, Michael}, Peference disaggregation methodology in segmentation problems: the case of financial distress, 417-439 [Zbl 1044.91577] \textit{Spieser, Philippe; Chevalier, Alain}, Linear and dynamic modelisation of defeasance operations, 441-451 [Zbl 1044.91575]