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Now showing items 41-50 of 221
VaR Modelling on Long Run Horizons
(Kluwer Academic Publishers-Plenum Publishers, 2003-07)
The Value-at-Risk (VaR) criterion as a measure of portfolio's risk on long run horizons is considered. The method which makes possible to generate VaR estimates on longer horizons is suggested. The VaR estimation is based ...
Backtesting Derivative Portfolios with Filtered Historical Simulation (FHS)
(European Financial Management, 2002)
Filtered historical simulation provides the general framework to our backtests of portfolios of derivative securities held by a large sample of financial institutions. We allow for stochastic volatility and exchange rates. ...
Basic statistics : a user oriented approach (manuscript)
(1981)
Table 2.1 shows the ages of the 230 students who entered INSEAD during the 1980/81 academic year. What can you make out of these numbers? Obνiously, the answer will depend upon who you are. Unless you haνe some objectiνe ...
Leadership: demythologizing some concepts
(1988)
Leadership is a topic of almost universal fascination. Popular attention focuses on it because its overtones of success, power, and prestige are traditionally admired and pursued human goals; academic interest in it is ...
Communication: panacea or pain in the neck?
(1978)
This article analyzes whether communication can solve all management problems. With the rapid technological developments in methods of communication, corporate managers have become more increasingly dependent on electronic ...
Το Ελληνικό Μανατζμέντ : Εξελίξεις, Τάσεις, Προοπτικές
(Εταιρία Ανώτατων Στελεχών Επιχειρήσεων (ΕΑΣΕ), 1996)
Δεν υπάρχει καμιά αμφιβολία ότι το τέλος του 20ου αιώνα σημαδεύεται από μια πραγματική κοσμογονία στο χώρο των επιχειρήσεων με σοβαρές επιπτώσεις στις κοινωνίες των διαφόρων χωρών. Η παγκοσμιοποίηση των οικονομιών και των ...
Beyond the oracle
(PA International Consulting Services Ltd., 1986)
The priests of Delfphi have not been alone in providing forecasts for a price. Since the dawn of civilization, a great many fortune tellers, soothsayers, wizards, augurs and astrologers have sought to fulfil the human need ...
The New Economy and the Strategy of Greek Firms
(Hellenica, 2001)
Greece and Greek firms are behind their counterparts in advanced countries. This paper discusses the situation of Greek firms and proposes various strategies to be able to more successfully compete in the emerging new economy.
Isp: Interactive Statistical Programs
(West Publishing Company, 1986)
This book is designed to be used in conjunction with a set of interactive statistical programs, called ISP, which has been developed to improve and facilitate the teaching and learning of basic statistics.
Χρηματοδότηση και αξιολόγηση επενδύσεων. τ. 3ος
(Άφοι Κυριακίδη, 2013)
Η έκδοση αυτή της Χρηματοδότησης και Αξιολόγησης Επενδύσεων ΠΙ, περιλαμβάνει
πολλές διορθώσεις λαθών και συμπληρώσεις που βελτιώνουν την προηγούμενη
έκδοση. Αναμορφώθηκε σημαντικά το κεφάλαιο 10 για τα Swaps ώστε ...