Table of contents
AN OVERVIEW OF USES OF OR TECHNIQUES IN BANK MANAGEMENT
T.C.E. ChengThis paper presents an overview of the application in the banking industry of operations research (OR) techniques such as linear programming, statistical analysis and simulation…
STATISTICAL DECOMPOSITION ANALYSIS OF FINANCIAL STATEMENTS AND PREDICTION OF BOND RATING CHANGES
Mohamed E. Ibrahim, Saad A. Metawae, Ibrahim M. AlyIn recent years, a sizeable amount of research in finance and accounting has been devoted to the issue of bond rating and bond rating changes. A major thrust of these research…
CORPORATE APPLICATIONS OF CONTINGENT CLAIMS ANALYSIS: A SELECTIVE PERSPECTIVE
Robert L. KieschnickThe purpose of this paper is to present a review of selected applications of contingent claims analysis in corporate finance. Contingent claims analysis is an approach to valuing…
THE MATCHING OF ASSETS WITH LIABILITIES BY GOAL PROGRAMMING
E.S. Rosenbloom, Elias S.W. ShiuA major problem facing the financial industry today is interest rate fluctuations. An important technique for insulating a fixed‐income portfolio from shifts in the term structure…
FORECASTING STOCK PRICE INDEX BY MULTIPLE REGRESSION
T.C.E. Cheng, Y.K. Lo, K.W. MaOver the last twenty years the financial markets of Hong Kong have developed rapidly. Although empirical studies on the behaviour of the Hong Kong stock market abound, much…
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson