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A Study On Mathematical Finance Models: And Their Managerial Decision Making Applications In Business Enterprises - Couverture souple

Mariappan, Perumal

 
9783659334818: A Study On Mathematical Finance Models: And Their Managerial Decision Making Applications In Business Enterprises
Couverture souple
ISBN 10 : 3659334812 ISBN 13 : 9783659334818
Editeur : LAP LAMBERT Academic Publishing, 2013

Synopsis

In order to minimize the cash outflow, an optimization model for a manpower system is considered, where in the vacancies are filled up based on promotion and recruitment. A mathematical model is constructed based on the mapping of a manpower system with an appropriate Queuing Model and Transportation Model with the objective of recruitment cost minization. Essentially, the standard portfolio optimization problem is to identify the optimal allocation of the available limited resources based on the limited set of investments. In this juncture, the term optimality refers the tradeoff between the perceived risk and the expected return with the help of Preemptive Goal Programming model and Integer Programming Model. Investment decisions are based on the risk-return patterns. Appropriate measures of risk and return are of great concern to investors. CAPM, based on market beta, addresses this concern quite well. But, an alternative CAPM can also be thought of. An attempt is made to construct a model for measuring the corporate profitability performance and identifying the risk category of companies applying accounting beta [β] based on the CAPM model.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

In order to minimize the cash outflow, an optimization model for a manpower system is considered, where in the vacancies are filled up based on promotion and recruitment. A mathematical model is constructed based on the mapping of a manpower system with an appropriate Queuing Model and Transportation Model with the objective of recruitment cost minization. Essentially, the standard portfolio optimization problem is to identify the optimal allocation of the available limited resources based on the limited set of investments. In this juncture, the term optimality refers the tradeoff between the perceived risk and the expected return with the help of Preemptive Goal Programming model and Integer Programming Model. Investment decisions are based on the risk-return patterns. Appropriate measures of risk and return are of great concern to investors. CAPM, based on market beta, addresses this concern quite well. But, an alternative CAPM can also be thought of. An attempt is made to construct a model for measuring the corporate profitability performance and identifying the risk category of companies applying accounting beta [β] based on the CAPM model.

Biographie de l'auteur

Dr.P.Mariappan is working with Bishop Heber College, Trichy -17, Tamilnadu, India since 1990. He received the prestigious “Shiksha Rattan Puraskar” award. Published 34 articles, 13 books, presented articles at International conferences, and reviews for leading journals. His thrust research areas are Operations Research and Mathematics of Finance.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2013
Langue
anglais
ISBN 10 
3659334812
ISBN 13 
9783659334818
Reliure
Broché
Nombre de pages
120
Coordonnées du fabricant
non disponible
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