28th Workshop
EURO Working Group on Financial Modeling

May 3-5, 2001

Gediminas Castle and Monument, Vilnius


The Social Programme includes:
  1. Justas Babarskas. Measuring the Efficiency of Capital Market Regulations
  2. Susana Alvarez, J.Samuel Baixauli. Analysis of the Conditional Stock-Return Distribution Under Incomplete Specification
  3. Janez Barle, Anton Zunicz. Lona Loss Allowances as a Risk Management Tool
  4. Daiva Bruksaitiene. Application of Mass Appraisal Models
  5. Erio Castagnoli, Fabio Maccheroni and Massimo Marinacci. Insurance Premia Consistent with the Market
  6. Victor Dragota, Eugen Mitrica. Romanian Capital Market - Testing Efficiency.
  7. Jyoti P. Gupta, Alain Chevalier, Shantanu Dutta. Multiciteria Model for Risk Evaluation for Venture Capital Firms in an Emerging Market Context
  8. Paulius Jurele. Influence of profit and investors' value taxation on financing decisions of Lithuanian companies
  9. E.K.Zavadskas, A.Kaklauskas, A.Banaitis and N. Kvederyte. Analysis of Lithuanian Housing Credit Access
  10. Sarūnas Kraujalis. Formation of universal banking system in Lithuania
  11. Merja Mankila. Retaining students in retail banking through price bundling
  12. Renata Mansini, Wlodzimierz Ogryczak, Grazia Speranza. LP Solvable Models for Portfolio Optimization: A Survey and Comparison - Part 1
  13. E.Martinaityte. Financial System Development and the Role of the Lithuanian Banking, Insurance and Finance Institute
  14. Raimonda Martinkute, Aleksandras V. Rutkauskas. Real Estate Development Decisions under the Risc and Uncertainty
  15. Andrejs Matvejevs and Aleksandrs Matvejevs. Insurance Models for Joint Life and Last Survivor Benefits
  16. Piera Mazzoleni. Risk Measures and Return Performance: a Critical Approach
  17. Gaida Pettere, Ivars Brivers, Inese Vingre-Ruskule. Teaching of "APPLICATION OF MATHEMATICAL METHODS IN ECONOMICS" Organization in Banking Institution of Higher Education in Latvia
  18. Gediminas Rasimavicius. The Influence of Fundamental, Economic Factors to Stock Returns and Risk
  19. Aleksandras Vytautas Rutkauskas. Formation of adequate Investment Portfolio for Stochasticity of Profit Possibilities
  20. Aleksandras V. Rutkauskas, Vytautas Rutkauskas, Algita Miecinskiene. Monitoring of Region Business Risk
  21. Leonidas Sakalauskas. On Portfolio Quantile Optimization by Monte-Carlo Method
  22. Vladimir Simovic, Savo Vojnovic, Branko Kovacevic. The Jackson Networks As a Quite Good Solution For Analysing The Financial Analytical Service Facilities
  23. Vladimir Simovic, Zlatko Golubic, Miljenko Crnjac. The Optimal Working Solutions for The Specific Parts of The Financial Service Systems
  24. G.Stankevicius. Forming of the Investment Portfolio Using Self Organizing Networks
  25. Jason Laws, John Thompson. The Efficiency of Financial Futures Markets: Tests of Prediction Accuracy
  26. Thomas Link, Prof. Dr. Svetlozar Rachev, Stefan Trück. Rating Medium-sized Enterprises - Recent Developments
  27. Mindaugas Vaiciulis. Decision making process in the dealing room and necessary developments
  28. Otto Loistl, Bernd Schossmann, Alexander Veverka. Tick Size and Spreads: The Case of Nasdaq's Decimalization

To Content

Last updated on July 10, 2001