Effective risk management requires adequate risk measurement. A basic problem herein is the quantification of market risks: what is the overall effect on a portfolio if market rates change? First, a mathematical problem statement is given and the concept of `Maximum Loss' (ML) is introduced as a...

Effective risk management requires adequate risk measurement. A basic problem herein is the quantification of market risks: what is the overall effect on a portfolio if market rates change? First, a mathematical problem statement is given and the concept of `Maximum Loss' (ML) is introduced as a...

Data Envelopment Analysis (DEA) has been widely studied in the literature since its inception in 1978. The methodology behind the classical DEA, the oriented method, is to hold inputs (outputs) constant and to determine how much of an improvement in the output (input) dimensions is necessary in...

NONLINEAR MULTIOBJECTIVE OPTIMIZATION -- Copyright -- CONTENTS -- PREFACE -- ACKNOWLEDGEMENTS -- NOTATION AND SYMBOLS -- Part I TERMINOLOGY AND THEORY -- 1. INTRODUCTION -- 2. CONCEPTS -- 3. THEORETICAL BACKGROUND -- Part II METHODS -- 1. INTRODUCTION -- 2. NO-PREFERENCE METHODS -- 3. A...