1. Introduction to the theory and applications of uncertainty

   • Moawia Alghalith
   • Ardeshir Dalal

   OriginalPaper 17 September 2009 Pages: 1 - 5

2. Inventory management with partially observed nonstationary demand

   • Erhan Bayraktar
   • Michael Ludkovski

   OriginalPaper 29 January 2009 Pages: 7 - 39

3. Dominance-based Rough Set Approach to decision under uncertainty and time preference

   • Salvatore Greco
   • Benedetto Matarazzo
   • Roman Słowiński

   OriginalPaper 29 May 2009 Pages: 41 - 75

4. Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm

   • Stefanie Kosuch
   • Abdel Lisser

   OriginalPaper 29 May 2009 Pages: 77 - 93

5. Employee stock ownership and diversification

   • Harry M. Markowitz
   • Joseph R. Blasi
   • Douglas L. Kruse

   OriginalPaper 21 May 2009 Pages: 95 - 107

6. A new methodology for studying the equity premium

   • Elie Appelbaum
   • Parantap Basu

   OriginalPaper 03 December 2008 Pages: 109 - 126

7. Run lengths and liquidity

   • Sanjiv R. Das
   • Paul Hanouna

   OriginalPaper 21 January 2009 Pages: 127 - 152

8. Economically relevant preferences for all observed epsilon

   • Haim Levy
   • Moshe Leshno
   • Boaz Leibovitch

   OriginalPaper 20 November 2008 Pages: 153 - 178

9. Representing risk preferences in expected utility based decision models

   • Jack Meyer

   OriginalPaper 12 June 2008 Pages: 179 - 190

10. Robust portfolios: contributions from operations research and finance

    • Frank J. Fabozzi
    • Dashan Huang
    • Guofu Zhou

    OriginalPaper 29 January 2009 Pages: 191 - 220

11. Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution

    • C. J. Adcock

    OriginalPaper 04 July 2009 Pages: 221 - 234

12. Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures

    • E. Borgonovo
    • L. Peccati

    OriginalPaper 06 January 2009 Pages: 235 - 258

13. Some consequences of correlation aversion in decision science

    • Michel Denuit
    • Louis Eeckhoudt
    • Béatrice Rey

    OriginalPaper 27 September 2008 Pages: 259 - 269

14. On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy

    • Robert J. Elliott
    • Tak Kuen Siu

    OriginalPaper 28 October 2008 Pages: 271 - 291

15. Stochastic models for risk estimation in volatile markets: a survey

    • Stoyan V. Stoyanov
    • Borjana Racheva-Iotova
    • Frank J. Fabozzi

    OriginalPaper 15 November 2008 Pages: 293 - 309

16. Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry

    • P. N. Baecker
    • G. Grass
    • U. Hommel

    OriginalPaper 20 May 2009 Pages: 311 - 332

17. Valuing the switching flexibility of the ethanol-gas flex fuel car

    • Carlos Bastian-Pinto
    • Luiz Brandão
    • Mariana de Lemos Alves

    OriginalPaper 29 January 2009 Pages: 333 - 348

18. Cost minimization and the stochastic discount factor

    • Robert G. Chambers
    • John Quiggin

    OriginalPaper 20 November 2008 Pages: 349 - 368

19. Estimation of production risk and risk preference function: a nonparametric approach

    • Subal C. Kumbhakar
    • Efthymios G. Tsionas

    OriginalPaper 15 November 2008 Pages: 369 - 378

20. Nondiscrimination and monotonicity in fair division

    • John W. Pratt

    OriginalPaper 10 April 2009 Pages: 379 - 387

21. Optimal investment strategy to minimize occupation time

    • Erhan Bayraktar
    • Virginia R. Young

    OriginalPaper 13 November 2008 Pages: 389 - 408

22. Shared destinies and the measurement of social risk equity

    • Thibault Gajdos
    • John A. Weymark
    • Claudio Zoli

    OriginalPaper 10 July 2009 Pages: 409 - 424