Volume 165, Issue 1

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January 2009

Special Issue on Stocastic Dynamic Modeling of Investments and Risks in Financial Markets; Guest Editors: Marida Bertocchi, Georg C. Pflug and Hercules Vladimirou

9 articles in this issue

Preface
Marida Bertocchi
Georg C. Pflug
Hercules Vladimirou
Preface 08 July 2008 Pages: 1 - 4
Asset-liability management for Czech pension funds using stochastic programming
Jitka Dupačová
Jan Polívka
OriginalPaper 10 June 2008 Pages: 5 - 28
The Expected loss in the discretization of multistage stochastic programming problems—estimation and convergence rate
Martin Šmíd
OriginalPaper 29 May 2008 Pages: 29 - 45
Tracking error: a multistage portfolio model
Diana Barro
Elio Canestrelli
OriginalPaper 05 January 2008 Pages: 47 - 66
Risk preference modeling with conditional average: an application to portfolio optimization
Adam Krzemienowski
OriginalPaper 10 July 2008 Pages: 67 - 95
Moment based approaches to value the risk of contingent claim portfolios
Gaetano Iaquinta
Fabio Lamantia
Sergio Ortobelli
OriginalPaper 04 January 2008 Pages: 97 - 121
A simple model of corporate international investment under incomplete information and taxes
Mondher Bellalah
Zhen Wu
OriginalPaper 04 January 2008 Pages: 123 - 143
Pooling, pricing and trading of risks
Sjur Didrik Flåm
OriginalPaper 03 January 2008 Pages: 145 - 160
Standardized versus customized portfolio: a compensating variation approach
André de Palma
Jean-Luc Prigent
OriginalPaper 22 October 2008 Pages: 161 - 185

Volume 165, Issue 1

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