1. Guest editorial

   • Erricos John Kontoghiorghes

   Special Issue Pages: 85 - 85

2. A multivariate FGD technique to improve VaR computation in equity markets

   • Francesco Audrino
   • Giovanni Barone-Adesi

   OriginalPaper Pages: 87 - 106

3. Quadratic interior-point methods in statistical disclosure control

   • Jordi Castro

   OriginalPaper Pages: 107 - 121

4. Portfolio selection under VaR constraints

   • Kostas Giannopoulos
   • Ephraim Clark
   • Radu Tunaru

   OriginalPaper Pages: 123 - 138

5. Distribution assumptions and risk constraints in portfolio optimization

   • Dietmar G. Maringer

   OriginalPaper Pages: 139 - 153

6. Hybrid artificial neural networks for efficient valuation of real options and financial derivatives

   • Chris Charalambous
   • Spiros H. Martzoukos

   OriginalPaper Pages: 155 - 161