1. Introduction: Optimization and Risk Modelling

   • Gautam Mitra

   EditorialNotes Pages: 5 - 8

2. Optimal Security Liquidation Algorithms

   • Sergiy Butenko
   • Alexander Golodnikov
   • Stanislav Uryasev

   OriginalPaper Pages: 9 - 27

3. Multiperiod Portfolio Optimization with Terminal Liability: Bounds for the Convex Case

   • N. C. P. Edirisinghe

   OriginalPaper Pages: 29 - 59

4. Strategic Long-Term Financial Risks: Single Risk Factors

   • Paul Embrechts
   • Roger Kaufmann
   • Pierre Patie

   OriginalPaper Pages: 61 - 90

5. A Framework Algorithm to Compute Optimal Asset Allocation for Retirement with Behavioral Utilities

   • Aparna Gupta
   • Walter Murray

   OriginalPaper Pages: 91 - 113

6. Optimization of a Long-Short Portfolio under Nonconvex Transaction Cost

   • Hiroshi Konno
   • Keisuke Akishino
   • Rei Yamamoto

   OriginalPaper Pages: 115 - 132

7. On Extending the LP Computable Risk Measures to Account Downside Risk

   • Adam Krzemienowski
   • Włodzimierz Ogryczak

   OriginalPaper Pages: 133 - 160

8. Measuring Risk for Income Streams

   • Georg Ch. Pflug
   • Andrzej Ruszczyński

   OriginalPaper Pages: 161 - 178

9. Treasury Management Model with Foreign Exchange Exposure

   • Konstantin Volosov
   • Gautam Mitra
   • Cormac Lucas

   OriginalPaper Pages: 179 - 207