This book presents a set of new, innovative mathematical modeling tools for analyzing financial risk. The second section expands the analysis in the first section to a variety of financial problems: business failure, corporate performance and viability, bankruptcy, etc.

I. Multivariate Data Analysis and Multicriteria Analysis in Portfolio Selection.- Proposal for the Composition of a Solvent Portfolio with Chaos Theory and Data Analysis.- An Entropy Risk Aversion in Portfolio Selection.- Multicriteria Decision Making and Portfolio Management with Arbitrage Pricing Theory.- II. Multivariate Data Analysis and Multicriteria Analysis in Business Failure, Corporate Performance and Bank Bankruptcy.- The Application of the Multi-Factor Model in the Analysis of Corporate Failure.- Multivariate Analysis for the Assessment of Corporate Performance: The Case of Greece.- Stable Set Internally Maximal: A Classification Method with Overlapping.- A Multicriteria Approach for the Analysis and Prediction of Business Failure in Greece.- A New Rough Set Approach to Evaluation of Bankruptcy Risk.- FINCLAS: A Multicriteria Decision Support System for Financial Classification Problems.- A Mathematical Approach of Determining Bank Risks Premium.- III. Linear and Stochastic Programming in Portfolio Management.- Designing Callable Bonds Using Simulated Annealing.- Towards Sequential Sampling Algorithms for Dynamic Portfolio Management.- The Defeasance in the Framework of Finite Convergence in Stochastic Programming.- Mathematical Programming and Risk Management of Derivative Securities.- IV. Fuzzy Sets and Artificial Intelligence Techniques in Financial Decisions.- Financial Risk in Investment.- The Selection of a Portfolio Through a Fuzzy Genetic Algorithm: The POFUGENA Model.- Predicting Interest Rates Using Artificial Neural Networks.- V. Multicriteria Analysis in Country Risk Evaluation.- Assessing Country Risk Using Multicriteria Analysis.- Author Index.