Optimal Security Liquidation Algorithms Sergiy ButenkoAlexander GolodnikovStanislav Uryasev OriginalPaper Pages: 9 - 27
Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case N. C. P. Edirisinghe OriginalPaper Pages: 29 - 59
Strategic Long-Term Financial Risks: Single Risk Factors Paul EmbrechtsRoger KaufmannPierre Patie OriginalPaper Pages: 61 - 90
A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities Aparna GuptaWalter Murray OriginalPaper Pages: 91 - 113
Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost Hiroshi KonnoKeisuke AkishinoRei Yamamoto OriginalPaper Pages: 115 - 132
On Extending the LP Computable Risk Measures to Account Downside Risk Adam KrzemienowskiWłodzimierz Ogryczak OriginalPaper Pages: 133 - 160
Treasury Management Model with Foreign Exchange Exposure Konstantin VolosovGautam MitraCormac Lucas OriginalPaper Pages: 179 - 207
