Annals of Operations Research, Volume 165

Volume 165, Number 1, January 2009

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