Overview
- Develops a unique point in the development of a country risk evaluation model based on several classification techniques emerging from different research areas, i.e., multicriteria methodology, neural networks, and artificial intelligence
- Includes an extensive bibliography
- Utilizes a statistical approach and multicriteria approach to the country risk
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Optimization and Its Applications (SOIA, volume 15)
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Table of contents (4 chapters)
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Front Matter
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Back Matter
Keywords
About this book
Financial globalization has increased the significance of methods used in the evaluation of country risk, one of the major research topics in economics and finance. Written by experts in the fields of multicriteria methodology, credit risk assessment, operations research, and financial management, this book develops a comprehensive framework for evaluating models based on several classification techniques that emerge from different theoretical directions. This book compares different statistical and data mining techniques, noting the advantages of each method, and introduces new multicriteria methodologies that are important to country risk modeling.
Key topics include: (1) A review of country risk definitions and an overview of the most recent tools in country risk management, (2) In-depth analysis of statistical, econometric and non-parametric classification techniques, (3) Several real-world applications of the methodologies described throughout the text, (4) Future research directions for country risk assessment problems.
This work is a useful toolkit for economists, financial managers, bank managers, operations researchers, management scientists, and risk analysts. Moreover, the book can also be used as a supplementary text for graduate courses in finance and financial risk management.
Reviews
From the reviews:
"This book reviews the existing research in country risk analysis and presents several modeling methods. … this book is mostly for academic researchers, but non-academics in relevant fields could also benefit." (Youngna Choi, Mathematical Reviews, Issue 2009 g)
Editors and Affiliations
Bibliographic Information
Book Title: Country Risk Evaluation
Book Subtitle: Methods and Applications
Editors: Kyriaki Kosmidou, Michael Doumpos, Constantin Zopounidis
Series Title: Springer Optimization and Its Applications
DOI: https://doi.org/10.1007/978-0-387-76680-5
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag US 2008
Hardcover ISBN: 978-0-387-76679-9Published: 28 August 2008
Softcover ISBN: 978-1-4419-4572-3Published: 26 May 2011
eBook ISBN: 978-0-387-76680-5Published: 25 July 2010
Series ISSN: 1931-6828
Series E-ISSN: 1931-6836
Edition Number: 1
Number of Pages: X, 120
Number of Illustrations: 17 b/w illustrations
Topics: Public Economics, Econometrics, Business and Management, general, Optimization, Statistics for Business, Management, Economics, Finance, Insurance, Probability Theory and Stochastic Processes