1. Introduction

   • Anna Nagurney

   EditorialNotes Pages: 225 - 226

2. On the use of optimization models for portfolio selection: A review and some computational results

   • Panos M. Pardalos
   • Mattias Sandström
   • Costas Zopounidis

   OriginalPaper Pages: 227 - 244

3. Minimax hedging strategy

   • M. A. Howe
   • B. Rustem
   • M. J. P. Selby

   OriginalPaper Pages: 245 - 275

4. A fast algorithm for computing integrals in function spaces: Financial applications

   • A. Eydeland

   OriginalPaper Pages: 277 - 285

5. Numerical schemes for investment models with singular transactions

   • Agnès Tourin
   • Thaleia Zariphopoulou

   OriginalPaper Pages: 287 - 307

6. Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news

   • Gordon Johnson
   • Thomas Schneeweis

   OriginalPaper Pages: 309 - 329