  Composing a team of professional players is among the most crucial decisions
in association football. Nevertheless, transfer market decisions are often
based on myopic objectives and are questionable from a financial point of view.
This paper introduces a chance-constrained model to provide analytic support to
club managers during transfer windows. The model seeks a top-performing team
while adapting to different budgets and financial-risk profiles. In addition,
it provides a new rating system that is able to numerically reflect the
on-field performance of football players and thus contribute to an objective
assessment of football players. The model and rating system are tested on a
case study based on real market data. The data from the case study are
available online for the benefit of future research.
