Future Risk Analysis for Bank Investments using PROMETHEE

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

analysis of ruin probability for insurance companies using markov chain

در این پایان نامه نشان داده ایم که چگونه می توان مدل ریسک بیمه ای اسپیرر اندرسون را به کمک زنجیره های مارکوف تعریف کرد. سپس به کمک روش های آنالیز ماتریسی احتمال برشکستگی ، میزان مازاد در هنگام برشکستگی و میزان کسری بودجه در زمان وقوع برشکستگی را محاسبه کرده ایم. هدف ما در این پایان نامه بسیار محاسباتی و کاربردی تر از روش های است که در گذشته برای محاسبه این احتمال ارائه شده است. در ابتدا ما نشا...

15 صفحه اول

Portfolio Analysis of Investments in Risk Management

In many practical investment situations the amount of available memory on stock data is extremely huge. Thus many investors are attracted to base their decisions on the information "currently available in their minds" (see [1, 2]). In the present paper various risk measurement models having application in the investment management are discussed. First we explain the concept of mean variance eff...

متن کامل

Investors' Perception of Bank Risk Management: Multivariate Analysis Techniques

According to the nature of their activities, banks are exposed to various types of risks. Hence, risk management is at the heart of financial institutions management. In this study, we intend to summarize the information content of bank financial statements on diverse risks faced by banks and then determine how stock markets react to bank's risk management behavior. The methodology used in this...

متن کامل

Identifying Technology Investments for Future Space Missions

Advancement of critical technologies is a key factor in enabling future space missions. Yet, there is clearly a mismatch between the available funding and the cost of pursuing all technologies that have been identified as critical. Therefore, a process is needed to select the technologies that can provide the highest return on investment. In this paper, a systems engineering model is presented ...

متن کامل

Flexible ICT investments analysis using real options

Information-communication technology (ICT) investments analysis using real options (ROs) has been a subject of active research during the last decade. It is a flexible method to value investment opportunities and to derive optimal timing of investments deployment taking into account uncertainties in future benefits and costs. We develop a framework for classifying the research on real ICT proje...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Estudios de Economía Aplicada

سال: 2019

ISSN: 1697-5731,1133-3197

DOI: 10.25115/eea.v36i1.2525