1. Volatility forecasting via SVR–GARCH with mixture of Gaussian kernels

   • Pedro Correia S. Bezerra
   • Pedro Henrique M. Albuquerque

   Original Paper 16 November 2016 Pages: 179 - 196

2. A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management

   • Shuyi Wang
   • Aurélie Thiele

   Original Paper 02 January 2017 Pages: 197 - 213

   

3. Numerical solutions to dynamic portfolio problems with upper bounds

   • Mark Broadie
   • Weiwei Shen

   Original Paper 05 January 2017 Pages: 215 - 227

4. Log-robust portfolio management with parameter ambiguity

   • Ban Kawas
   • Aurelie Thiele

   Original Paper 31 January 2017 Pages: 229 - 256

   

5. Novel approaches for portfolio construction using second order stochastic dominance

   • Cristiano Arbex Valle
   • Diana Roman
   • Gautam Mitra

   Original Paper Open access 02 February 2017 Pages: 257 - 280

   

6. A developed slope order index (SOI) for bottlenecks in projects and production lines

   • Mehdi Rajabi Asadabadi

   Original Paper 17 March 2017 Pages: 281 - 291

7. Erratum to: Polyhedral approximation of ellipsoidal uncertainty sets via extended formulations: a computational case study

   • Andreas Bärmann
   • Andreas Heidt
   • Christoph Thurner

   Erratum 24 December 2016 Pages: 293 - 296