1. An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution

   • Zhilin Kang
   • Zhongfei Li

   Original Article 09 October 2017 Pages: 169 - 195

   

2. Quantile Hedging in a semi-static market with model uncertainty

   • Erhan Bayraktar
   • Gu Wang

   Original Article 07 October 2017 Pages: 197 - 227

   

3. Component importance based on dependence measures

   • Mario Hellmich

   Original Article 16 October 2017 Pages: 229 - 250

   

4. Variants of the \( \varepsilon \)-constraint method for biobjective integer programming problems: application to p-median-cover problems

   • Jesús Sáez-Aguado
   • Paula Camelia Trandafir

   Original Article 22 October 2017 Pages: 251 - 283

   

5. A commuter departure-time model based on cumulative prospect theory

   • Guang Yang
   • Xinwang Liu

   Original Article 29 October 2017 Pages: 285 - 307

   

6. Correction to: A space decomposition scheme for maximum eigenvalue functions and its applications

   • Ming Huang
   • Yue Lu
   • Zun Quan Xia

   Correction 08 February 2018 Pages: 309 - 309