Country risk evaluation: methods and applications
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
New York
Springer
2008
|
| Series: | Springer optimization and its applications
15 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 116 S. schw.-w. Ill., graph. Darst. 235 mm x 155 mm |
| ISBN: | 9780387766799 0387766790 |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV035839548 | ||
| 003 | DE-604 | ||
| 005 | 20100315 | ||
| 007 | t | ||
| 008 | 091123s2008 gw ad|| |||| 00||| eng d | ||
| 015 | |a 08,N04,0779 |2 dnb | ||
| 016 | 7 | |a 986970077 |2 DE-101 | |
| 020 | |a 9780387766799 |c Gb. : EUR 94.75 (freier Pr.), sfr 154.50 (freier Pr.) |9 978-0-387-76679-9 | ||
| 020 | |a 0387766790 |c Gb. : EUR 94.75 (freier Pr.), sfr 154.50 (freier Pr.) |9 0-387-76679-0 | ||
| 024 | 3 | |a 9780387766799 | |
| 028 | 5 | 2 | |a 11977650 |
| 035 | |a (OCoLC)885148956 | ||
| 035 | |a (DE-599)DNB986970077 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 044 | |a gw |c XA-DE-BE | ||
| 049 | |a DE-92 | ||
| 050 | 0 | |a HG4538 | |
| 082 | 0 | |a 332.67/3 |2 22 | |
| 084 | |a QM 350 |0 (DE-625)141784: |2 rvk | ||
| 084 | |a QM 352 |0 (DE-625)141785: |2 rvk | ||
| 084 | |a 330 |2 sdnb | ||
| 245 | 1 | 0 | |a Country risk evaluation |b methods and applications |c ed. by Kyriaki Kosmidou ; Michael Doumpos ; Constantin Zopounidis |
| 264 | 1 | |a New York |b Springer |c 2008 | |
| 300 | |a X, 116 S. |b schw.-w. Ill., graph. Darst. |c 235 mm x 155 mm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Springer optimization and its applications |v 15 | |
| 650 | 7 | |a Kredietwaardigheid |2 gtt | |
| 650 | 7 | |a Landen (gebied) |2 gtt | |
| 650 | 7 | |a Risicobeheersing |2 gtt | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Country risk |x Econometric models | |
| 650 | 4 | |a Country risk |x Evaluation | |
| 650 | 0 | 7 | |a Länderrating |0 (DE-588)4274326-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Länderrating |0 (DE-588)4274326-6 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Kosmidou, Kyriaki |e Sonstige |0 (DE-588)136564070 |4 oth | |
| 700 | 1 | |a Doumpos, Michael |e Sonstige |4 oth | |
| 700 | 1 | |a Zopounidis, Constantin |d 1958- |e Sonstige |0 (DE-588)115594213 |4 oth | |
| 830 | 0 | |a Springer optimization and its applications |v 15 |w (DE-604)BV021746093 |9 15 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018697908&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
Record in the Search Index
| _version_ | 1805071525536071680 |
|---|---|
| adam_text |
Contents
Preface. vii
1 Introduction. 1
1.1 Statistical Approaches in the Assessment of Country Risk. 2
1.1.1 Debt Reschedulings. 2
1.1.2 Political Factors. 7
1.1.3 Alternative Views in the Assessment of Country Risk. 10
1.1.4 Sovereign Credit Ratings. 12
1.1.5 Important Issues in Statistical Country Risk Analysis. 14
1.2 Multicriteria Analysis in the Assessment of Country Risk. 15
2 Review of Methodologies. 19
2.1 The UTADIS Method. 19
2.1.1 Criteria Aggregation Model . 19
2.1.2 Model Development Process. 23
2.1.3 Model Development Issues. 31
2.2 The Multigroup Hierarchical Discrimination Method
(MHDIS). 33
2.2.1 Outline and Main Characteristics. 33
2.2.2 The Hierarchical Discrimination Process. 34
2.2.3 Estimation of Utility Functions. 37
2.2.4 Model Extrapolation . 43
2.3 Statistical and Econometric Techniques. 43
2.3.1 Discriminant Analysis. 44
2.3.2 Logit and Probit Analysis. 47
2.4 Non-parametric Techniques. 49
2.4.1 Neural Networks. 49
2.4.2 Rule Induction and Decision Trees. 52
2.4.3 Fuzzy Set Theory. 54
2.4.4 Rough Sets. 56
2.5 Miscellaneous Techniques. 60
x Contents
3 Applications. 63
3.1 The Study of Zopounidis and Doumpos (1997). 63
3.1.1 Data Set Description . 63
3.1.2 Presentation of Results. 66
3.2 The Study of Doumpos and Zopounidis (2000). 73
3.2.1 Data Set Description . 74
3.2.2 Illustration of MHDIS on the Complete Sample. 75
3.2.3 Validation Tests . 77
3.3 The Study of Doumpos and Zopounidis (2002). 79
3.3.1 Presentation of Results. 82
3.3.2 Comparative Analysis with Other Approaches. 85
3.4 The Study of Gjonca, Doumpos, Baourakis, and Zopounidis (2004) 87
3.4.1 Data Set Description . 87
3.4.2 Presentation of Results. 89
3.5 The Study of Doumpos, Kosmidou, and Zopounidis (2004) . 95
3.5.1 Data Set Description . 95
3.5.2 Presentation of Results. 95
4 Conclusions.105
References.107
Index.115 |
| any_adam_object | 1 |
| author_GND | (DE-588)136564070 (DE-588)115594213 |
| building | Verbundindex |
| bvnumber | BV035839548 |
| callnumber-first | H - Social Science |
| callnumber-label | HG4538 |
| callnumber-raw | HG4538 |
| callnumber-search | HG4538 |
| callnumber-sort | HG 44538 |
| callnumber-subject | HG - Finance |
| classification_rvk | QM 350 QM 352 |
| ctrlnum | (OCoLC)885148956 (DE-599)DNB986970077 |
| dewey-full | 332.67/3 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.67/3 |
| dewey-search | 332.67/3 |
| dewey-sort | 3332.67 13 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 cb4500</leader><controlfield tag="001">BV035839548</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20100315</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">091123s2008 gw ad|| |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">08,N04,0779</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">986970077</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387766799</subfield><subfield code="c">Gb. : EUR 94.75 (freier Pr.), sfr 154.50 (freier Pr.)</subfield><subfield code="9">978-0-387-76679-9</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0387766790</subfield><subfield code="c">Gb. : EUR 94.75 (freier Pr.), sfr 154.50 (freier Pr.)</subfield><subfield code="9">0-387-76679-0</subfield></datafield><datafield tag="024" ind1="3" ind2=" "><subfield code="a">9780387766799</subfield></datafield><datafield tag="028" ind1="5" ind2="2"><subfield code="a">11977650</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)885148956</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB986970077</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-92</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG4538</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.67/3</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QM 350</subfield><subfield code="0">(DE-625)141784:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QM 352</subfield><subfield code="0">(DE-625)141785:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">330</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Country risk evaluation</subfield><subfield code="b">methods and applications</subfield><subfield code="c">ed. by Kyriaki Kosmidou ; Michael Doumpos ; Constantin Zopounidis</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York</subfield><subfield code="b">Springer</subfield><subfield code="c">2008</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 116 S.</subfield><subfield code="b">schw.-w. Ill., graph. Darst.</subfield><subfield code="c">235 mm x 155 mm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Springer optimization and its applications</subfield><subfield code="v">15</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Kredietwaardigheid</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Landen (gebied)</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Risicobeheersing</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Country risk</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Country risk</subfield><subfield code="x">Evaluation</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Länderrating</subfield><subfield code="0">(DE-588)4274326-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Länderrating</subfield><subfield code="0">(DE-588)4274326-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Kosmidou, Kyriaki</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)136564070</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Doumpos, Michael</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Zopounidis, Constantin</subfield><subfield code="d">1958-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)115594213</subfield><subfield code="4">oth</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Springer optimization and its applications</subfield><subfield code="v">15</subfield><subfield code="w">(DE-604)BV021746093</subfield><subfield code="9">15</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018697908&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield></record></collection> |
| id | DE-604.BV035839548 |
| illustrated | Illustrated |
| indexdate | 2024-07-20T04:39:12Z |
| institution | BVB |
| isbn | 9780387766799 0387766790 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018697908 |
| oclc_num | 885148956 |
| open_access_boolean | |
| owner | DE-92 |
| owner_facet | DE-92 |
| physical | X, 116 S. schw.-w. Ill., graph. Darst. 235 mm x 155 mm |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Springer |
| record_format | marc |
| series | Springer optimization and its applications |
| series2 | Springer optimization and its applications |
| spelling | Country risk evaluation methods and applications ed. by Kyriaki Kosmidou ; Michael Doumpos ; Constantin Zopounidis New York Springer 2008 X, 116 S. schw.-w. Ill., graph. Darst. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier Springer optimization and its applications 15 Kredietwaardigheid gtt Landen (gebied) gtt Risicobeheersing gtt Ökonometrisches Modell Country risk Econometric models Country risk Evaluation Länderrating (DE-588)4274326-6 gnd rswk-swf Länderrating (DE-588)4274326-6 s DE-604 Kosmidou, Kyriaki Sonstige (DE-588)136564070 oth Doumpos, Michael Sonstige oth Zopounidis, Constantin 1958- Sonstige (DE-588)115594213 oth Springer optimization and its applications 15 (DE-604)BV021746093 15 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018697908&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Country risk evaluation methods and applications Springer optimization and its applications Kredietwaardigheid gtt Landen (gebied) gtt Risicobeheersing gtt Ökonometrisches Modell Country risk Econometric models Country risk Evaluation Länderrating (DE-588)4274326-6 gnd |
| subject_GND | (DE-588)4274326-6 |
| title | Country risk evaluation methods and applications |
| title_auth | Country risk evaluation methods and applications |
| title_exact_search | Country risk evaluation methods and applications |
| title_full | Country risk evaluation methods and applications ed. by Kyriaki Kosmidou ; Michael Doumpos ; Constantin Zopounidis |
| title_fullStr | Country risk evaluation methods and applications ed. by Kyriaki Kosmidou ; Michael Doumpos ; Constantin Zopounidis |
| title_full_unstemmed | Country risk evaluation methods and applications ed. by Kyriaki Kosmidou ; Michael Doumpos ; Constantin Zopounidis |
| title_short | Country risk evaluation |
| title_sort | country risk evaluation methods and applications |
| title_sub | methods and applications |
| topic | Kredietwaardigheid gtt Landen (gebied) gtt Risicobeheersing gtt Ökonometrisches Modell Country risk Econometric models Country risk Evaluation Länderrating (DE-588)4274326-6 gnd |
| topic_facet | Kredietwaardigheid Landen (gebied) Risicobeheersing Ökonometrisches Modell Country risk Econometric models Country risk Evaluation Länderrating |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018697908&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV021746093 |
| work_keys_str_mv | AT kosmidoukyriaki countryriskevaluationmethodsandapplications AT doumposmichael countryriskevaluationmethodsandapplications AT zopounidisconstantin countryriskevaluationmethodsandapplications |