Computational methods in decision-making, economics and finance (Q1396168)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Mignacca, Domenico; Meucci, Attilio}, Multi-period optimal asset allocation for a multi-currency hedged portfolio, 3-14 [Zbl 1069.91056] \textit{Mulvey, John M.; Simsek, Koray D.}, Rebalancing strategies for long-term investors, 15-33 [Zbl 1069.91057] \textit{Gulpinar, Nalan; Rustem, Berc; Settergren, Reuben}, Multistage stochastic programming in computational finance, 35-47 [Zbl 1069.91049] \textit{Schmid, Olivier}, A multistage stochastic optimization model for the cash management problem, 49-75 [Zbl 1069.91061] \textit{Rustem, Berc; Settergren, Reuben}, Scenario specification for robust portfolio analysis, 77-88 [Zbl 1069.91060] \textit{Costa, Oswaldo L. V.; de Barros Nabholz, Rodrigo}, A linear matrix inequalities approach to robust mean-semivariance portfolio optimization, 89-107 [Zbl 1089.91020] \textit{Trojani, Fabio; Vanini, Paolo}, A review of perturbative approaches for robust optimal portfolio problems, 109-138 [Zbl 1069.91063] \textit{Balbás, Alejandro; Ibáñez, Alfredo}, Maxmin portfolios in models where immunization is not feasible, 139-165 [Zbl 1090.91531] \textit{Gilli, Manfred; Këllezi, Evis}, A global optimization heuristic for portfolio choice with VaR and expected shortfall, 167-183 [Zbl 1090.91534] \textit{Haliassos, Michael; Hassapis, Christis}, Borrowing constraints, portfolio choice, and precautionary motives, 185-212 [Zbl 1069.91050] \textit{Kao, Ming-Yang; Nolte, Andreas; Tate, Stephen R.}, The risk profile problem for stock portfolio optimization, 213-230 [Zbl 1090.91537] \textit{Chaovalitwongse, Paveena; Romeijn, H. Edwin; Pardalos, Panos M.}, A scenario-based heuristic for a capacitated transportation-inventory problem with stochastic demands, 231-248 [Zbl 1048.90009] \textit{Rogers, L. C. G.; Stapleton, E. J.}, Utility maximisation with a time lag in trading, 249-269 [Zbl 1089.91027] \textit{Windcliff, H.; Forsyth, P. A.; Vetzal, K. R.; Morland, W. J.}, Simulations for hedging financial contracts with optimal decisions. Case study: Segregated fund guarantees, 271-296 [Zbl 1069.91077] \textit{Bischof, Christian H.; Bücker, H. Martin; Lang, Bruno}, Automatic differentiation for computational finance, 297-310 [Zbl 1045.65020] \textit{Barone-Adesi, Giovanni; Sorwar, Ghulam}, Interest rate barrier options, 313-324 [Zbl 1069.91040] \textit{Borici, Artan; Lüthi, Hans-Jakob}, Pricing American put options by fast solutions of the linear complementarity problem, 325-338 [Zbl 1069.91042] \textit{Cvitanić, Jaksa; Goukasian, Levon; Zapatero, Fernando}, Hedging with Monte Carlo simulation, 339-353 [Zbl 1096.91504] \textit{Chatrath, Arjun; Adrangi, Bahram; Dhanda, Kanwalroop K.}, In search of deterministic complex patterns in commodity prices, 355-377 [Zbl 1069.91575] \textit{Diakoulakis, I. E.; Koulouriotis, D. E.; Emiris, D. M.}, A review of stock market prediction using computational methods, 379-403 [Zbl 1090.91533] \textit{Foschi, Paolo; Garin, Lucien; Kontoghiorghes, Erricos J.}, Numerical and computational strategies for solving seemingly unrelated regression models, 405-427 [Zbl 1043.65012] \textit{Turhan-Sayan, Gonul; Sayan, Serdar}, Use of time-frequency representations in the analysis of stock market data, 429-453 [Zbl 1069.91090] \textit{Akcoglu, Karhan; Aspnes, James; DasGupta, Bhaskar; Kao, Ming-Yang}, Opportunity cost algorithms for combinatorial auctions, 455-479 [Zbl 1069.91032] \textit{Li, Jenny X.}, A finite states contraction algorithm for dynamic models, 481-500 [Zbl 1089.91055] \textit{Nagurney, Anna; Dong, June; Mokhtarian, Patricia L.}, Traffic network equilibrium and the environment. A multicriteria decision-making perspective, 501-523 [Zbl 1042.90007] \textit{Zhang, Ding; Ntoko, Alfred; Dong, June}, Mthematical model of technology diffusion in developing countries, 525-539 [Zbl 1069.91083] \textit{Bartolucci, Francesco; De Luca, Giovanni}, Estimation of stochastic volatility models, 541-556 [Zbl 1069.91041] \textit{Zumbach, Gilles; Pictet, Olivier V.; Masutti, Oliver}, Genetic programming with syntactic restricitons applied to financial volatility forecasting, 557-581 [Zbl 1069.91065] \textit{Khalaf, Lynda; Kichian, Maral}, Simulation-based tests of PTM, 583-603 [Zbl 1069.91030] \textit{Kosmidou, K.; Papadimitriou, G.; Doumpos, M.; Zopounidis, C.}, Credit risk assessment using a multicriteria hierarchical discrimination approach, 605-622 [Zbl 1072.91580]