| 553 | -- | 557 | Giorgio Consigli, Paolo Brandimarte, Daniel Kuhn. Financial Optimization: optimization paradigms and financial planning under uncertainty |
| 559 | -- | 582 | Jitka Dupacová, Václav Kozmík. Structure of risk-averse multistage stochastic programs |
| 583 | -- | 616 | Agnieszka Karolina Konicz, David Pisinger, Kourosh Marjani Rasmussen, Mogens Steffensen. A combined stochastic programming and optimal control approach to personal finance and pensions |
| 617 | -- | 654 | Stefano Pagliarani, Tiziano Vargiolu. Portfolio optimization in a defaultable Lévy-driven market model |
| 655 | -- | 675 | Mark H. A. Davis, Sébastien Lleo. Jump-diffusion asset-liability management via risk-sensitive control |
| 677 | -- | 701 | Sascha Desmettre, Ralf Korn, Peter Ruckdeschel, Frank Thomas Seifried. Robust worst-case optimal investment |
| 703 | -- | 734 | Milos Kopa, Thierry Post. A general test for SSD portfolio efficiency |
| 735 | -- | 759 | Renato Bruni, Francesco Cesarone, Andrea Scozzari, Fabio Tardella. A linear risk-return model for enhanced indexation in portfolio optimization |
| 761 | -- | 786 | Elçin Çetinkaya, Aurélie Thiele. Data-driven portfolio management with quantile constraints |
| 787 | -- | 802 | Tarik Driouchi, Lenos Trigeorgis, Yongling Gao. Choquet-based European option pricing with stochastic (and fixed) strikes |
| 803 | -- | 841 | Roy Cerqueti, Paolo Falbo, Gianfranco Guastaroba, Cristian Pelizzari. Approximating multivariate Markov chains for bootstrapping through contiguous partitions |