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    Journal: Comput. Manag. Science

    Volume 2, Issue 2

    85 -- 0Erricos John Kontoghiorghes. Guest editorial
    87 -- 106Francesco Audrino, Giovanni Barone-Adesi. A multivariate FGD technique to improve VaR computation in equity markets
    107 -- 121Jordi Castro. Quadratic interior-point methods in statistical disclosure control
    123 -- 138Kostas Giannopoulos, Ephraim Clark, Radu Tunaru. Portfolio selection under VaR constraints
    139 -- 153Dietmar G. Maringer. Distribution assumptions and risk constraints in portfolio optimization
    155 -- 161Chris Charalambous, Spiros H. Martzoukos. Hybrid artificial neural networks for efficient valuation of real options and financial derivatives
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