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 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 ...

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 ...

Following the attainment of a place in the GreekSailing Team in the Olympics of 1960, SpyrosMakridakis set sail for New York University wherehe obtained a PhD in 1969. His first academicappointment was at INSEAD where he ...

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 ...

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. ...

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.

Σκοπός του βιβλίου αυτού είναι να παρουσιάσει μέρος της ύλης που διδάσκεται στο μάθημα Οικονομική των Επιχειρήσεων ΙΙ στο τρίτο εξάμηνο σπουδών του Τμήματος Οικονομικών Επιστημών του Αριστοτέλειου Πανεπιστημίου ...