New Developments in Financial Modelling

João Oliveira Soares (Editor/Coordinator), Joaquim Amaro Graça Pires Faia e Pina Catalão Lopes (Editor/Coordinator), Margarida Catalão-Lopes (Editor/Coordinator)

Research output: Book/ReportBook

Abstract

This volume brings together a variety of issues, methods and market instruments that should prove useful for topics courses, finance and asset management practice, and also foster future research. This collection of contributions is a selected subset of those presented at the XLI Meeting of the EURO Working Group on Financial Modelling, Lisbon, November 2007, and has a rich manifold of applied, theoretical and methodological work: Banking, empirical assessment of efficiency and relationship banking; Corporate Governance; Market Microstructure: liquidity; price limits; volatility; Risk: sovereign debt rating; volatility-volume around takeover announcements; Multicriteria approach and portfolio selection; Modified Tempered Stable Distribution and GARCH modelling.In sum, this contributed volume, joining many authors from academia and practice on finance, offers a multiplicity of issues and methodology that broadens the knowledge and skills in finance matters and raises research questions for further development.
Original languageEnglish
Place of PublicationNewcastle upon Tyne
PublisherCambridge Scholars Publishing
Number of pages375
ISBN (Print)978-1-8471-8674-4, 1-84718-674-2
Publication statusPublished - 7 Aug 2008
Event41st Meeting of the Euro Working Group on Financial Modelling - Lisboa, Portugal
Duration: 8 Nov 20079 Nov 2007
Conference number: 41st

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