| Description |
1 online resource (x, 116 pages) : illustrations |
| Series |
Springer optimization and its applications, 1931-6828 ; v. 15 |
|
Springer optimization and its applications ; v. 15.
|
| Contents |
Preface; CONTENTS; 1 Introduction; 1.1 Statistical Approaches in the Assessment of Country Risk; 1.2 Multicriteria Analysis in the Assessment of Country Risk; 2 Review of Methodologies; 2.1 TheUTADISMethod; 2.2 The Multigroup Hierarchical Discrimination Method (MHDIS); 2.3 Statistical and Econometric Techniques; 2.4 Non-parametric Techniques; 2.5 Miscellaneous Techniques; 3 Applications; 3.1 The Study of Zopounidis and Doumpos (1997); 3.2 The Study of Doumpos and Zopounidis (2000); 3.3 The Study of Doumpos and Zopounidis (2002) |
| Summary |
Financial globalization has increased the significance of methods used in the evaluation of country risk, one of the major research topics in economics and finance. Written by experts in the fields of multicriteria methodology, credit risk assessment, operations research, and financial management, this book develops a comprehensive framework for evaluating models based on several classification techniques that emerge from different theoretical directions. This book compares different statistical and data mining techniques, noting the advantages of each method, and introduces new multicriteria |
| Bibliography |
Includes bibliographical references (pages 107-113) and index |
| Notes |
Print version record |
| Subject |
Country risk -- Evaluation
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Country risk -- Econometric models
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BUSINESS & ECONOMICS -- Investments & Securities -- General.
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Riesgo (Economía) -- Modelos matemáticos
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Modelos econométricos
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Country risk -- Econometric models
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Country risk -- Evaluation
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Länderrating
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Risicobeheersing.
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Landen (gebied)
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Kredietwaardigheid.
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| Form |
Electronic book
|
| Author |
Kosmidou, Kyriaki.
|
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Doumpos, Michael.
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Zopounidis, Constantin.
|
| ISBN |
9780387766805 |
|
0387766804 |
|
