Financial modeling applications and data envelopment applications
著者
書誌事項
Financial modeling applications and data envelopment applications
（Applications of management science : a research annual / editor, Randall L. Schultz, v. 13）
Emerald, 2009
1st ed
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Financial modelling applications and data envelopment applications
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注記
Includes bibliographical references
内容説明・目次
内容説明
"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 significantly aids the dissemination of actual applications of management science in both the public and private sectors. Volume 13 is directed toward the application of management science to financial management, specifically in portfolio analysis and in productivity management such as Data Envelopment Analysis (DEA). Arranged in two sections, the first comprises a collection of financial applications papers, while the second focuses on the use of DEA in such wide-ranging environments as airport operations, freight railroads, gynaecological departments, severe coastal storms, and performance evaluation and classification of universities and public schools. This volume will prove valuable to researchers and practitioners of management science and operations research, as well as being a vital companion to portfolio analysts and industrial and financial engineers alike.
目次
EDITORIAL BOARD.
Lexicographic and weighting approach to multi-criteria portfolio optimization by mixed integer programming.
Extreme mean-variance solutions: Estimation error versus modeling error.
A fuzzy programming approach to financial portfolio model.
Bankruptcy Prediction in Retail Industry Using Logistic Regression.
A multi-criteria decision model for fixed income sector allocation for endowment funds.
Recovering from delays: An analysis of airport operations using data envelopment analysis.
Using data envelopment analysis to analyze the performance of North American class I freight railroads.
Using regression and Data Envelopment Analysis (DEA) to forecast bank performance over time.
Creating an index of vulnerability to severe coastal storms along the North Shore of Boston.
Performance evaluation of universities from the students' perspective.
Assessment of implication of competitiveness on human development of countries through data envelopment analysis and cluster analysis.
Rich and poor in Saint Louis: Performance characteristics of public schools using a Data Envelopment Analysis approach.
Sustainability assessment of venture business firms using data envelopment analysis.
Determining the relative efficiency of gynecological departments using DEA.
List of Contributors.
Applications of management science.
Financial Modeling Applications and Data Envelopment Applications.
Copyright page.
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