As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial ...

Given the magnitude of currency speculation and sports gambling, it is surprising that the literature contains mostly negative forecasting results. Majority opinion still holds that short term fluc...

This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametri...

TOM ARNOLD Associate Professor at the Robins School of Business at the University of Richmond, USA MUDDUN BHURUTH Professor of Computational Mathematics in the Department of Mathematics at the Univ...

John B. Guerard, Jr., PhD, is the Director of Quantitative Research at McKinley Capital Management, LLC. Dr. Guerard focuses on maintaining and enhancing the firm’s quantitative capabilities and in...

Statistical techniques can be used to address new situations. This is important in a rapidly evolving risk management and financial world. Analysts with a strong statistical background understand t...

The authors present a number of financial market studies that have as their general theme, the econometric testing of the underlying econometric assumptions of a number of financial models. More th...

With the proliferation of computer programs to predict market direction, professional traders and sophisticated individual investors have increasingly turned to mathematical modeling to develop pre...

David Samuels, a leading authority on financial models in healthcare, draws on his multidisciplinary background in all aspects of managed care to provide an expansive yet detailed perspective of th...

Abdullah Karasan was born in Berlin, Germany. After he studied Economics and Business Administration at Gazi University-Ankara, he obtained his master’s degree from the University of Michigan-Ann A...

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+F...

Galina Panova is Chair of the Department, ＂Banks, Monetary Circulation and Credit＂ of the Moscow State Institute of International Relations (MGIMO University), Moscow, Russia. She is also General D...

"Applications of Management Science" is a blind refereed serial publication published on an annual basis. The objective of this research annual is to present state-of-the-art studies in the applica...