| 1 | -- | 2 | Daniel Kuhn. Preface |
| 3 | -- | 22 | Leonard C. MacLean, Yonggan Zhao, William T. Ziemba. Mean-variance versus expected utility in dynamic investment analysis |
| 23 | -- | 49 | Kostas Triantafyllopoulos, Giovanni Montana. Dynamic modeling of mean-reverting spreads for statistical arbitrage |
| 51 | -- | 74 | Piergiacomo Sabino. Implementing quasi-Monte Carlo simulations with linear transformations |
| 75 | -- | 101 | Eduardo Faria, Stein-Erik Fleten. Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account |
| 103 | -- | 123 | Peter Winker, Marianna Lyra, Chris Sharpe. Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model |
| 125 | -- | 135 | Marcellino Gaudenzi, Antonino Zanette. Pricing cliquet options by tree methods |
| 137 | -- | 156 | Willem K. Klein Haneveld, Matthijs H. Streutker, Maarten H. van der Vlerk. Collective adjustment of pension rights in ALM models |
| 157 | -- | 179 | Thiemo Krink, Sandra Paterlini. Multiobjective optimization using differential evolution for real-world portfolio optimization |
| 181 | -- | 199 | Michal Kaut, Stein W. Wallace. Shape-based scenario generation using copulas |