New Developments in Financial Modelling logo New Developments in Financial Modelling
This volume brings together a variety of issues, methods and market instruments that should prove useful for courses on finance and asset management practice, and also foster future research. This collection of contributions is a selected subset of those presented at the XLI Meeting of the EURO Working Group on Financial Modelling, Lisbon, November 2007, and has a rich manifold of applied, theoretical and methodological work:
• Banking, empirical assessment of efficiency and relationship banking;
• Corporate Governance;
• Market Microstructure: liquidity; price limits; volatility;
• Risk: sovereign debt rating; volatility-volume around takeover announcements;
• Multicriteria approach and portfolio selection;
• Modified Tempered Stable Distribution and GARCH modelling.

Publisher: Cambridge Scholars Publishing in association with GSE Research

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Free Content Preliminary material
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New Developments in Financial Modelling: An Introduction
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The Number of Bank Relationships and the Cost of Borrowing: An Empirical Study
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Corporate Governance and the Cost of Debt
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A Multiple Criteria Methodology for Constructing Common Stock Portfolios: An Application for Companies of the FTSE/ATHEX 140
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Islamic Investment: An Overview of Asset Classes
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Application of Dynamic Rankings to Portfolio Selection
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Cross-Sectional Liquidity Interactions from Intraday Perspectives
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What “Hides” Behind Sovereign Debt Ratings?
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A Modified Tempered Stable Distribution with Volatility Clustering
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Free Content Supplimentary material
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