Handbook of Financial Engineering

Portfolio Selection in the Presence of Multiple Criteria , Applications of Integer Programming to Financial Optimization (H. Konno, R. Yamamoto), Computing Mean/Downside Risk Frontiers: The Role of Ellipticity (A.D. Hall, S.E. Satchell), Exchange Traded Funds: History, Trading, and Research (L. Deville), Genetic Programming and Financial Trading: How Much About “What We Know� (S.H. Chen, T.W. Kuo, K.M. Hoi), Interest Rate Models: A Review (Ch. Ioannidis, R.H. Miao, J.M. Williams), Engineering a Generalized Neural Network Mapping of Volatility Spillovers in European Government Bond Markets (G.H. Dash, Jr., N. Kajiji), Estimating Parameters in a Pricing Model with State-Dependent Shocks (L. MacLean, Y. Zhao, G. Consigli, W. Ziemba), Controlling Currency Risk with Options or Forwards (N. Topaloglou, H. Vladimirou, S.A. Zenios), Asset Liability Management Techniques (K. Kosmidou, C. Zopounidis), Advanced Operations Research Techniques in Capital Budgeting (P.L. Kunsch), Financial Networks (A. Nagurney), The Choice of the Payment Method in Mergers and Acquisitions (A. Chevalier, E. Redor), An Application of Support Vector Machines in the Prediction of Acquisition Targets: Evidence from the EU Banking Sector (F. Pasiouras, C. Gaganis, S. Tanna, C. Zopounidis), Credit Rating Systems: Regulatory Framework and Comparative Evaluation of Existing Methods (D. Papageorgiou, M. Doumpos, C. Zopounidis, P.M. Pardalos)