| 751 | -- | 752 | Desheng Dash Wu, David L. Olson, John R. Birge. Guest editorial |
| 753 | -- | 764 | Philipp Aigner, Georg Beyschlag, Tim Friederich, Markus Kalepky, Rudi Zagst. Modeling and managing portfolios including listed private equity |
| 765 | -- | 773 | Sung Ho Ha, Ramayya Krishnan. Predicting repayment of the credit card debt |
| 774 | -- | 784 | Julie J. C. H. Ryan, Thomas A. Mazzuchi, Daniel J. Ryan, Juliana Lopez de la Cruz, Roger Cooke. Quantifying information security risks using expert judgment elicitation |
| 785 | -- | 791 | Ester Gutiérrez, Sebastián Lozano. A competing risks analysis of the duration of federal target funds rates |
| 792 | -- | 804 | Santiago Carrillo-Menéndez, Alberto Suárez. Robust quantification of the exposure to operational risk: Bringing economic sense to economic capital |
| 805 | -- | 819 | Ozden Ustun, Refail Kasimbeyli. Combined forecasts in portfolio optimization: A generalized approach |
| 820 | -- | 828 | Janko Hernández, David Saunders, Luis Seco. Algorithmic estimation of risk factors in financial markets with stochastic drift |
| 829 | -- | 837 | Chen Chen, Roy H. Kwon. Robust portfolio selection for index tracking |
| 838 | -- | 849 | João Claro, Jorge Pinho de Sousa. A multiobjective metaheuristic for a mean-risk multistage capacity investment problem with process flexibility |
| 850 | -- | 862 | Amanda J. Schmitt, Lawrence V. Snyder. Infinite-horizon models for inventory control under yield uncertainty and disruptions |
| 863 | -- | 873 | J. Tinguaro Rodríguez, Begoña Vitoriano, Javier Montero. A general methodology for data-based rule building and its application to natural disaster management |