1. Two stage rationality under risk: Experimental results and perspectives

   • Bertrand Munier

   OriginalPaper Pages: 3 - 23

2. A three-moment based portfolio selection model

   • Andrea Gamba
   • Francesco A. Rossi

   OriginalPaper Pages: 25 - 48

3. Optimal auctions under collusion of buyers with discrete valuations

   • Domenico Menicucci

   OriginalPaper Pages: 49 - 71

4. Swap pricing and hedging of general DCFs

   • Elisa Luciano

   OriginalPaper Pages: 73 - 95

5. Directed hypergraphs as a modelling paradigm

   • Giorgio Gallo
   • Maria Grazia Scutellà

   OriginalPaper Pages: 97 - 123

6. Stop-loss a tempo continuo e protezione dinamica di un fondo d’investimento

   • Hans U. Gerber
   • Gérard Pafumi

   OriginalPaper Pages: 125 - 146

7. Convergence problems in stochastic programming models with probabilistic constraints

   • Giovanna Redaelli

   OriginalPaper Pages: 147 - 164

8. News and announcements

   Announcement Pages: 165 - 165