Titlebook: New Operational Approaches for Financial Modelling; Constantin Zopounidis Conference proceedings 1997 Springer-Verlag Berlin Heidelberg 19

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On Selecting a Portfolio of Lease Contracts in an Asset-Backed Securitization Processd which is shown to be equivalent to a Multidimensional Knapsack Problem. Different heuristic solution procedures are considered and some preliminary computational results based on a real case are presented.

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Contributions to Management Sciencehttp://image.papertrans.cn/n/image/665529.jpg

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https://doi.org/10.1007/978-3-642-59270-6Asset-Backed Securitization; Financial Accounting; Investment; Mutual Funds; Optimization algorithm; Opti

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Asset Liability Management for Pension Funds: Elements of Dert’s Modelmodel, according to the author of this paper, are highlighted. A comparison with other asset liability models from the literature is made. It will be argued that Dert’s model provides the opportunity to formulate the long run planning problem of a pension fund in a realistic way. Directions for further research are proposed.

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Warrants Pricing in a Thin Market: Case of Thailandxchange, but the trading volume is low and the market operators have a limited experience of trading in these instruments. The paper includes a study of the theoretical and market prices and is based on the analysis of four warrants traded on the Security Exchange of Thailand. An attempt has also been made to explain the price differences.

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978-3-7908-1043-1Springer-Verlag Berlin Heidelberg 1997

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New Operational Approaches for Financial Modelling978-3-642-59270-6Series ISSN 1431-1941 Series E-ISSN 2197-716X

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