Financial modeling applications and data envelopment applications

Applications of Management Science is a blind refereed serial publication published on an annual basis. The objective of this research annual is to present state-of-the-art studies in the application of management science to the solution of significant managerial decision-making problems. It signifi...

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Bibliographic Details
Other Authors Lawrence, Kenneth D., Kleinman, Gary
Format Electronic eBook
LanguageEnglish
Published Bingley, U.K. : Emerald, 2009.
SeriesApplications of management science ; v. 13.
Subjects
Finance > Mathematical models.
Data envelopment analysis.
elektronické knihy
electronic books
Online AccessFull text
ISBN9781848558793
ISSN0276-8976 ;
DOI10.1108/S0276-8976(2009)13
Physical Description1 online resource (x, 273 p.) : ill.

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Table of Contents:
  • Lexicographic and weighting approach to multi-criteria portfolio optimization by mixed integer programming / Bartosz Sawik
  • Extreme mean-variance solutions : estimator error versus modeling error / Robert R. Grauer
  • A fuzzy programming approach to financial portfolio model / Kenneth D. Lawrence, Dinesh R. Pai, Ronald K. Klimberg, Sheila M. Lawrence
  • Bankruptcy prediction in the retail industry using logistic regression / Kenneth D. Lawrence, Dinesh R. Pai, Gary Kleinman
  • A multi-criteria decision model for fixed income sector allocation for endowment funds / Karen M. Hogan, Amy F. Lipton, Gerard T. Olson
  • Recovering from delays : an analysis of airport operations using data envelopment analysis / Warren T. Sutton, Seungkee Baek
  • Using data envelopment analysis to analyze the performance of North America class 1 freight railroads / Rashmi Malhorta, D. K. Malhorta, Harvey Lermack
  • Using regression and data envelopment analysis (DEA) to forecast bank performance over time / Ronald K. Klimberg, Kenneth D. Lawrence, Ira Yermish, Tanya Lal, Daniel Mrazik
  • Creating an index of vulnerability to severe coastal storms along the north shore of Boston / Samuel J. Ratick, Holly Morehouse, Ronald K. Klimberg
  • Performance evaluation of universities from the students' perspective / Andreas Kleine, Regina Schlindwein
  • Assessment of implication of competitiveness on human development of countries via data envelopment analysis and cluster analysis / Füsun Ülengin, Özgür Kabak, Sule Önsel, Emel Aktas
  • Rich and poor in Saint Louis : performance characteristics of public schools using a data envelopment analysis approach / N. K. Kwak, Walter A. Garrett
  • Sustainability assessment of venture business firms using data envelope analysis / N.K. Kwak, Chang W. Lee
  • Determining the relative efficiency of gynecological departments using DEA / Reuven R. Levary, Cesse Ip.

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