This study focuses on the development of a new methodology for the selection of the best solution for municipal solid wastes disposal, after evaluating all the important factors, including economical, social and environmental ...

This paper extends the literature on foreign banking by developing a model that attempts to explain the performance of Greek banks operating abroad using a balanced pooled time-series dataset. Five variables are drawn from ...

In this paper, after summarizing and reviewing the methods of computing damages for wrongful death or injury in the law and economics literature, we present the way in which damages should be compensated for according to ...

This book covers what the authors call the “full range of major forecasting methods.” These comprise of the traditional time series methods of decomposition, exponential smoothing, simple and multiple linear regression and ...

Abstract The objective of this chapter is to examine the ARCH family of volatility models and its use in risk analysis and measurement. An overview of unconditional and conditional volatility models is provided. The former ...

This paper we backtest the FHS VaR model on three types of portfolios invested over a period of two years. The first set of backtests consists of LIFFE financial futures and options contracts traded on LIFFE. In the second ...

In this paper we show that by assuming a constant variance/covariance matrix over the holding period, the VaR limits can often be exceeded within the relevant horizon period. To minimize this risk, we formulate the problem ...

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. ...

Rapid technological changes in Global markets today, which require rapid responses of markets, make innovation development a prerequisite. Businesses exploit new ideas to create new products, processes or services and new ...

A crucial problem for planners dealing with the management of water resources is to choose among the available alternative scenarios. In the presented methodology the result is a combination of the data of all the important ...