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Publications

by members of

Government of Greece → Hellenic Parliament → Parliamentary Budget Office

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2026

  1. Giannoulakis, Stelios & Kanas, Angelos & Spaliara, Marina-Eliza & Tsoukalas, John, 2026, "U.S. tariffs and Greek exports," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137249, Jan.

2019

  1. Karpouzis, Efstathios & Bouras, Chris & Kanas, Angelos, 2019, "Hedge fund activism, voice, and value creation," MPRA Paper, University Library of Munich, Germany, number 92576, Mar.

2010

  1. Georgios KOURETAS & Angelos KANAS, 2010, "Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece," EcoMod2004, EcoMod, number 330600081, Jan.

2008

  1. Nikolaos Giannellis & Athanasios Papadopoulos & Angelos Kanas, 2008, "Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US," Working Papers, University of Crete, Department of Economics, number 0807, Jun.

2004

  1. Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov, 2004, "How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia," Econometrics, University Library of Munich, Germany, number 0408008, Aug.

2001

  1. Angelos Kanas & George Kouretas, 2001, "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," Working Papers, University of Crete, Department of Economics, number 0101, Sep.

Undated

  1. Angelos Kanas, undated, "Linkages between the US and European Equity Markets: Further Evidence from cointegration Tests," Working Papers, University of Crete, Department of Economics, number 9804.
  2. Y. Ma & Angelos Kanas, undated, "Testing for Nonlinear Granger Causality from fundamentals to Exchange Rates in ERM," Working Papers, University of Crete, Department of Economics, number 9805.
  3. Angelos Kanas & George Kouretas, undated, "Volatility Spillovers between the Black and Official Market for foreign Currency in Greece," Working Papers, University of Crete, Department of Economics, number 9903.
  4. Angelos Kanas & George Kouretas, undated, "Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries," Working Papers, University of Crete, Department of Economics, number 9905.

Journal articles

2025

  1. Zervopoulos, Panagiotis D. & Kanas, Angelos & Fousteris, Andreas & Cheng, Gang & Alqasimi, Salem Abdulrahman, 2025, "A Bayesian approach for correcting bias of data envelopment analysis estimators using the super-efficiency frontier," Socio-Economic Planning Sciences, Elsevier, volume 102, issue C, DOI: 10.1016/j.seps.2025.102299.

2023

  1. Kanas, Angelos & Molyneux, Philip & Zervopoulos, Panagiotis D., 2023, "Systemic risk and CO2 emissions in the U.S," Journal of Financial Stability, Elsevier, volume 64, issue C, DOI: 10.1016/j.jfs.2022.101088.
  2. Panagiotis D. Zervopoulos & Konstantinos Triantis & Sokratis Sklavos & Angelos Kanas, 2023, "An alternative Bayesian data envelopment analysis approach for correcting bias of efficiency estimators," Journal of the Operational Research Society, Taylor & Francis Journals, volume 74, issue 4, pages 1021-1041, April, DOI: 10.1080/01605682.2022.2053309.

2022

  1. Angelos Kanas & Panagiotis D. Zervopoulos, 2022, "Federal home loan bank advances and systemic risk," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1525-1557, November, DOI: 10.1007/s11156-022-01082-8.
  2. Hussein A. Hassan Al Tamimi & Andi Duqi & Angelos Kanas & Panagiotis D. Zervopoulos, 2022, "Directional distance function DEA estimators for evaluating efficiency gains from possible mergers and acquisitions," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 6, pages 1240-1257, June, DOI: 10.1080/01605682.2021.1907243.

2021

  1. Angelos Kanas & Panagiotis D. Zervopoulos, 2021, "Systemic risk, real GDP growth, and sentiment," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 2, pages 461-485, August, DOI: 10.1007/s11156-020-00952-3.

2020

  1. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros & Sainani, Sushil, 2020, "Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value," European Journal of Operational Research, Elsevier, volume 283, issue 2, pages 748-766, DOI: 10.1016/j.ejor.2019.11.027.
  2. Kanas, Angelos & Molyneux, Philip, 2020, "Do measures of systemic risk predict U.S. corporate bond default rates?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101553.
  3. Angelos Kanas & Panagiotis D. Zervopoulos, 2020, "Systemic risk-shifting in U.S. commercial banking," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 517-539, February, DOI: 10.1007/s11156-019-00797-5.

2019

  1. Angelos Kanas & Angelos Kotios & Panagiotis D. Zervopoulos, 2019, "Semi-parametric real exchange rates dynamics," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 2, pages 643-656, February, DOI: 10.1007/s11156-018-0720-y.
  2. Panagiotis D. Zervopoulos & Sokratis Sklavos & Angelos Kanas & Gang Cheng, 2019, "A multi-parametric method for bias correction of DEA efficiency estimators," Journal of the Operational Research Society, Taylor & Francis Journals, volume 70, issue 4, pages 655-674, April, DOI: 10.1080/01605682.2018.1457478.
  3. Angelos Kanas & Hussein A. Hassan Al‐Tamimi & Mohamed Albaity & Ray Saadaoui Mallek, 2019, "Bank competition, stability, and intervention quality," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 568-587, January, DOI: 10.1002/ijfe.1680.

2018

  1. Kanas, Angelos & Molyneux, Philip, 2018, "Macro stress testing the U.S. banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 204-227, DOI: 10.1016/j.intfin.2017.12.006.
  2. Chunxia Jiang & Angelos Kanas & Philip Molyneux, 2018, "Public policy and financial stability: The impact of PCA and TARP on U.S. bank non‐performing loans," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 23, issue 4, pages 376-392, October, DOI: 10.1002/ijfe.1622.

2017

  1. Angelos Kanas & Sotirios Karkalakos, 2017, "Equity flows, stock returns and exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 159-168, April.

2016

  1. Christos Agiakloglou & Michalis Gkouvakis & Aggelos Kanas, 2016, "Causality in EU macroeconomic variables," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 4, pages 264-277, March, DOI: 10.1080/13504851.2015.1068919.

2015

  1. Florackis, Chris & Kanas, Angelos & Kostakis, Alexandros, 2015, "Dividend policy, managerial ownership and debt financing: A non-parametric perspective," European Journal of Operational Research, Elsevier, volume 241, issue 3, pages 783-795, DOI: 10.1016/j.ejor.2014.08.031.
  2. Anagnostidis, Panagiotis & Kanas, Angelos & Papachristou, George, 2015, "Information revelation in the Greek exchange opening call: Daily and intraday evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 38, issue C, pages 167-184, DOI: 10.1016/j.intfin.2015.05.014.

2014

  1. Kanas, Angelos, 2014, "Bond futures, inflation-indexed bonds, and inflation risk premium," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 28, issue C, pages 82-99, DOI: 10.1016/j.intfin.2013.09.007.
  2. Kanas, Angelos, 2014, "Default risk and equity prices in the U.S. banking sector: Regime switching effects of regulatory changes," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 33, issue C, pages 244-258, DOI: 10.1016/j.intfin.2014.06.004.
  3. Angelos Kanas, 2014, "Uncovering a positive risk-return relation: the role of implied volatility index," Review of Quantitative Finance and Accounting, Springer, volume 42, issue 1, pages 159-170, January, DOI: 10.1007/s11156-012-0317-9.
  4. Angelos Kanas, 2014, "The impact of prompt corrective action on the default risk of the U.S. commercial banking sector," Review of Quantitative Finance and Accounting, Springer, volume 43, issue 2, pages 393-404, August, DOI: 10.1007/s11156-013-0378-4.
  5. Angelos Kanas, 2014, "Bank Dividends, Real Gdp Growth And Default Risk," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 19, issue 3, pages 212-224, July.

2013

  1. ap Gwilym, Rhys & Kanas, Angelos & Molyneux, Philip, 2013, "U.S. prompt corrective action and bank risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 26, issue C, pages 239-257, DOI: 10.1016/j.intfin.2013.06.002.
  2. Kanas, Angelos, 2013, "Bank dividends, risk, and regulatory regimes," Journal of Banking & Finance, Elsevier, volume 37, issue 1, pages 1-10, DOI: 10.1016/j.jbankfin.2012.05.018.
  3. Angelos Kanas, 2013, "The risk-return relation and VIX: evidence from the S&P 500," Empirical Economics, Springer, volume 44, issue 3, pages 1291-1314, June, DOI: 10.1007/s00181-012-0639-4.
  4. Angelos Kanas, 2013, "Implied Volatility And The Risk‐Return Relation: A Note," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 18, issue 2, pages 159-164, March.

2012

  1. Kanas, Angelos, 2012, "Modelling the risk–return relation for the S&P 100: The role of VIX," Economic Modelling, Elsevier, volume 29, issue 3, pages 795-809, DOI: 10.1016/j.econmod.2011.10.010.
  2. Kanas, Angelos & Vasiliou, Dimitrios & Eriotis, Nikolaos, 2012, "Revisiting bank profitability: A semi-parametric approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 22, issue 4, pages 990-1005, DOI: 10.1016/j.intfin.2011.10.003.
  3. Angelos Kanas & Christos Ioannidis, 2012, "Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 36, issue 1, pages 148-161, January, DOI: 10.1007/s12197-010-9135-x.

2010

  1. Angelos Kanas & Christos Ioannidis, 2010, "Causality from real stock returns to real activity: evidence of regime-dependence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 2, pages 180-197, DOI: 10.1002/ijfe.383.
  2. Angelos Kanas, 2010, "A note on the relation between the equity risk premium and the term structure," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 1, pages 89-95, January, DOI: 10.1007/s12197-008-9069-8.
  3. Nikolaos Giannellis & Angelos Kanas & Athanasios P. Papadopoulos, 2010, "Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 57, issue 4, pages 429-445.

2009

  1. Angelos Kanas, 2009, "Real exchange rates and developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 3, pages 280-299, DOI: 10.1002/ijfe.378.
  2. Angelos Kanas, 2009, "Regime switching in stock index and futures markets: a note on the NIKKEI evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 14, issue 4, pages 394-399, DOI: 10.1002/ijfe.390.
  3. Angelos Kanas, 2009, "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 2, pages 111-127, April, DOI: 10.1007/s12197-008-9038-2.
  4. Angelos Kanas, 2009, "Real exchange rate, stationarity, and economic fundamentals," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 4, pages 393-409, October, DOI: 10.1007/s12197-008-9041-7.

2008

  1. Kanas, Angelos, 2008, "On real interest rate dynamics and regime switching," Journal of Banking & Finance, Elsevier, volume 32, issue 10, pages 2089-2098, October.
  2. Kanas, Angelos & Kouretas, Georgios P., 2008, "Overview of the special issue on Euro area expansion: Current state and future prospects," Journal of International Money and Finance, Elsevier, volume 27, issue 2, pages 165-168, March.
  3. Angelos Kanas, 2008, "Modeling regime transition in stock index futures markets and forecasting implications," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 8, pages 649-669, DOI: 10.1002/for.1084.
  4. Angelos Kanas, 2008, "A Multivariate Regime Switching Approach To The Relation Between The Stock Market, The Interest Rate And Output," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 07, pages 657-671, DOI: 10.1142/S021902490800497X.

2007

  1. Kanas, Angelos & Kouretas, Georgios P., 2007, "Regime dependence between the official and parallel foreign currency markets for US dollars in Greece," Journal of Macroeconomics, Elsevier, volume 29, issue 2, pages 431-449, June.
  2. Angelos Kanas & Christos Ioannidis, 2007, "Stock Market and the Macroeconomy: A Regime Switching Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 60, issue 2, pages 181-206.

2006

  1. Kanas, Angelos, 2006, "Purchasing Power Parity and Markov Regime Switching," Journal of Money, Credit and Banking, Blackwell Publishing, volume 38, issue 6, pages 1669-1687, September, DOI: 10.1353/mcb.2006.0083.

2005

  1. Kanas, Angelos, 2005, "Pure Contagion Effects in International Banking: The Case of BCCI´s Failure," Journal of Applied Economics, Universidad del CEMA, volume 8, issue 01, pages 1-23, May, DOI: 10.22004/ag.econ.37495.
  2. Angelos Kanas, 2005, "Modelling The Us/Uk Real Exchange Rate–Real Interest Rate Differential Relation: A Multivariate Regime Switching Approach," Manchester School, University of Manchester, volume 73, issue 2, pages 123-140, March, DOI: 10.1111/j.1467-9957.2005.00439.x.
  3. Kanas, Angelos, 2005, "Regime linkages between the Mexican currency market and emerging equity markets," Economic Modelling, Elsevier, volume 22, issue 1, pages 109-125, January.
  4. Kanas, Angelos & Genius, Margarita, 2005, "Regime (non)stationarity in the US/UK real exchange rate," Economics Letters, Elsevier, volume 87, issue 3, pages 407-413, June.
  5. Kanas, Angelos, 2005, "Real or monetary? The US/UK real exchange rate, 1921-2002," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 15, issue 1, pages 21-38, January.
  6. Kanas, Angelos, 2005, "Regime linkages in the US/UK real exchange rate-real interest differential relation," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 257-274, March.
  7. Kanas, Angelos, 2005, "Nonlinearity in the stock price-dividend relation," Journal of International Money and Finance, Elsevier, volume 24, issue 4, pages 583-606, June.
  8. Kanas, Angelos & Kouretas, Georgios P., 2005, "A cointegration approach to the lead-lag effect among size-sorted equity portfolios," International Review of Economics & Finance, Elsevier, volume 14, issue 2, pages 181-201.
  9. Angelos Kanas & Georgios Tsiotas, 2005, "Real interest rates linkages between the USA and the UK in the postwar period," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 10, issue 3, pages 251-262, DOI: 10.1002/ijfe.271.

2004

  1. Angelos Kanas, 2004, "Contagion in banking due to BCCI's failure: evidence from national equity indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 9, issue 3, pages 245-255, DOI: 10.1002/ijfe.224.
  2. Angelos Kanas & Yue Ma, 2004, "Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., volume 23, issue 4, pages 237-250, DOI: 10.1002/for.909.
  3. Angelos Kanas, 2004, "Lead-lag effects in the mean and variance of returns of size-sorted UK equity portfolios," Empirical Economics, Springer, volume 29, issue 3, pages 575-592, September, DOI: 10.1007/s00181-004-0199-3.
  4. Angelos Kanas, 2004, "Testing For "Pure" Contagion Effects In International Banking: The Case Of Bcci'S Failure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 03, pages 289-301, DOI: 10.1142/S0219024904002438.

2003

  1. Angelos Kanas, 2003, "Non-linear forecasts of stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., volume 22, issue 4, pages 299-315, DOI: 10.1002/for.858.
  2. A. Kanas, 2003, "Non-linear cointegration between stock prices and dividends," Applied Economics Letters, Taylor & Francis Journals, volume 10, issue 7, pages 401-405, DOI: 10.1080/1350485022000044020.

2002

  1. Angelos Kanas & Georgios P. Kouretas, 2002, "Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries," The Financial Review, Eastern Finance Association, volume 37, issue 2, pages 137-163, May, DOI: 10.1111/1540-6288.00009.
  2. Angelos Kanas, 2002, "Mean and variance spillovers among size-sorted UK equity portfolios," Applied Economics Letters, Taylor & Francis Journals, volume 9, issue 5, pages 319-323, DOI: 10.1080/13504850110065858.

2001

  1. Angelos Kanas & Georgios P. Kouretas, 2001, "Volatility Spillovers Between The Black Market And Official Market For Foreign Currency In Greece," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 24, issue 3, pages 443-461, September.
  2. Kanas, Angelos & Yannopoulos, Andreas, 2001, "Comparing linear and nonlinear forecasts for stock returns," International Review of Economics & Finance, Elsevier, volume 10, issue 4, pages 383-398, December.
  3. Kanas, Angelos & Kouretas, Georgios P, 2001, "Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 6, issue 1, pages 13-25, January.
  4. Kanas, Angelos, 2001, "Neural Network Linear Forecasts for Stock Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 6, issue 3, pages 245-254, July.
  5. Angelos Kanas, 2001, "Hedging Exchange Rate Economic Exposure: Real Options Or Currency Options?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 54, issue 1, pages 1-14.

2000

  1. Angelos Kanas, 2000, "Volatility Spillovers Between Stock Returns and Exchange Rate Changes: International Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, volume 27, issue 3‐4, pages 447-467, April, DOI: 10.1111/1468-5957.00320.
  2. Ma, Yue & Kanas, Angelos, 2000, "Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 10, issue 1, pages 69-82, January.
  3. Ma, Yue & Kanas, Angelos, 2000, "Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM," Journal of International Money and Finance, Elsevier, volume 19, issue 1, pages 135-152, February.
  4. Angelos Kanas, 2000, "Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 1, pages 53-67.

1999

  1. Angelos Kanas, 1999, "A note on the long-run benefits from international equity diversification for a UK investor diversifying in the US equity market," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 1, pages 49-53, DOI: 10.1080/135048599353870.

1998

  1. Angelos Kanas, 1998, "Long-run benefits from international equity diversification: a note on the Canadian evidence," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 10, pages 659-663, DOI: 10.1080/135048598354366.
  2. Angelos Kanas, 1998, "Testing for a unit root in ERM exchange rates in the presence of structural breaks: evidence from the bootstrap," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 7, pages 407-410, DOI: 10.1080/135048598354519.
  3. Angelos Kanas, 1998, "Volatility spillovers across equity markets: European evidence," Applied Financial Economics, Taylor & Francis Journals, volume 8, issue 3, pages 245-256, DOI: 10.1080/096031098333005.
  4. Angelos Kanas, 1998, "Linkages between the US and European equity markets: further evidence from cointegration tests," Applied Financial Economics, Taylor & Francis Journals, volume 8, issue 6, pages 607-614, DOI: 10.1080/096031098332646.

1997

  1. Kanas, Angelos, 1997, "Is economic exposure asymmetric between long-run depreciations and appreciations? Testing using cointegration analysis," Journal of Multinational Financial Management, Elsevier, volume 7, issue 1, pages 27-42, April.
  2. Angelos Kanas, 1997, "Nonlinear dependence in British pound exchange rates," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 10, pages 631-633, DOI: 10.1080/758533289.
  3. Angelos Kanas, 1997, "The monetary exchange rate model within the ERM: cointegration tests and implications concerning the German dominance hypothesis," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 6, pages 587-598, DOI: 10.1080/758533850.

Chapters

2024

  1. Panagiotis D. Zervopoulos & Angelos Kanas & Ali Emrouznejad & Philip Molyneux, 2024, "Can Super-Efficiencies Improve Bias Correction? A Bayesian Data Envelopment Analysis Approach," Lecture Notes in Operations Research, Springer, in: Ali Emrouznejad & Emmanuel Thanassoulis & Mehdi Toloo, "Advances in the Theory and Applications of Performance Measurement and Management", DOI: 10.1007/978-3-031-61597-9_3.

2021

  1. Ioanna T. Kokores & Angelos Kanas, 2021, "Monetary Policy and Systemic Risk: U.S. Evidence," Springer Books, Springer, chapter 0, in: Ioanna T. Kokores & Pantelis Pantelidis & Theodore Pelagidis & Demetrius Yannelis, "Money, Trade and Finance", DOI: 10.1007/978-3-030-73219-6_7.

2001

  1. Angelos Kanas, 2001, "Neural Network Vs Linear Models Of Stock Returns: An Application To The Uk And German Stock Market Indices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Constantin Zopounidis & Panos M Pardalos & George Baourakis, "Fuzzy Sets In Management, Economics And Marketing".

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