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Speakers and accepted abstracts
(in alphabetical order according to the first author's name)
Click on a title to see the corresponding abstract
a-quantile
option in a jump-diffusion economy
Laura Ballotta
Department of Actuarial Science and Statistics,
School of Mathematics, City University
London, EC1V 0HB, UK.
L.Ballotta@city.ac.uk
E-Commerce
in the agribusiness sector: present situation and future trends
G. Baourakis
Mediterranean Agronomic Institute of Chania,
Studies Co-ordinator of the Economic/Management
Sciences and Marketing Department
baouraki@maich.gr
G. Daian
M.Sc. student at the Department of Economic
& Management Sciences and Marketing,
Mediterranean Agronomic Institute of Chania
daian@maich.gr
The
optimization of the distribution system under the development of Supply
Chain Management (SCM)
G. Baourakis
Mediterranean Agronomic Institute of Chania,
Studies Co-ordinator of the Economic/Management
Sciences and Marketing Department
baouraki@maich.gr
M. Stroe
M.Sc. student at the Economic and Marketing
Department,
Mediterranean Agronomic Institute of Chania
monicastroe@maich.gr
Deal-FX and the distribution of financial data-Impact on the financial markets
Vicky Bouzi
Marketing Manager-Deal-FX S.A.
vb@dealfx.com
Supply Contracts with Asymmetric Demand Information
Apostolos Burnetas , Stephen M. Gilbert, Craig Smith
Pricing and hedging in incomplete markets
Nicos Christofides
The
Innovest Austrian Pension Fund Financial Planning Model InnoALM*
Alois Geyer, University of Economics,
Vienna, Austria
Wolfgang Herold, Innovest, Vienna,
Austria
Konrad Kontriner, Innovest,
Vienna, Austria
William T. Ziemba, University
of British Columbia, Vancouver, B.C., Canada
Evaluation of the financial performance of agribusiness marketing firms: a multicriteria approach
Kalogeras, N., Zopounidis, C. and G. Baourakis
Threshod
Accepting for Index Tracking
Evis Kellezi and Manfred
Gilli
Manfred.Gilli@metri.unige.ch
Estimation of Failure Probability by Semi-Definite Logit Model
Hiroshi Konno
Tokyo Institute Of Technology
Institute of Industrial Engineering and Management
Tokyo 152 Japan
konno@me.titech.ac.jp
Random
Matrix Theory and a Precise Definition of Correlation in Financial Markets
Galina Korotkikh
Faculty of Informatics and Communication
Central Queensland University
Mackay, Queensland, 4740, Australia
g.korotkich@cqu.edu.au
On
Structures and Complexity in Models of Emerging Digital Economy
Victor Korotkich
Faculty of Informatics and Communication
Central Queensland University
Mackay, Queensland, Australia
v.korotkich@cqu.edu.au
A multiobjective methodology for bank asset liability management
K. Kosmidou, C. Zopounidis
Technical University of Crete,
Dept. of Production Engineering and Management,
Financial Engineering Laboratory,
University Campus, 73100 Chania, Greece
Investigation
of a stochastic programming model for asset and liability management with
downside risk and VaR constraints
Triphonas Kyriakis, Cormac Lucas, Gautam
Mitra
Brunel University
Department of Mathematical Sciences
The Microstructure of the Greek Stock Market
Harilaos Mertzanis
H.Mertzanis@cmc.ase.gr
Modelling
post tax optimal investments
Maria A. Osorio, Nalan Gulpinar,
Bert Rustem and Reuben Settergren
Department of Computing
Imperial College of Science, Technology, and
Medicine
180 Queen's Gate, London SW7 2BZ, UK
[maosorio,
ng, br,
reuben]@doc.ic.ac.uk
An
Asset Liability Management (ALM) model incorporating uncertainty
George Pappas, Cormac Lucas, Gautam
Mitra
Brunel University
Department of Mathematical Sciences
George.Pappas@brunel.ac.uk
Optimization Models and Algorithms in Supply Chain and e-Commerce
P.M. Pardalos
University of Florida and Dealfx
Supply Chain Management: a business approach to some actual aspects
Ines Alves de Queiroz, M.Sc.
Forschungszentrum Informatik an der Universit„t Karlsruhe (FZI)
Karlsruhe
Haid-und-Neu-Str. 10-14
76131 Karlsruhe
Germany
queiroz@fzi.de
Simulating the Evolution of the Implied Distribution
George Skiadopoulos
Stewart Hodges
Risk
Management Using Conditional Value-at-Risk
Stanislav Uryasev
University of Florida
Uryasev@ise.ufl.edu
http://www.ise.ufl.edu/uryasev
IDENTIFYING
usage PATTERNS IN Internet Retail Store Layouts
Adam P. Vrechopoulos1,3, Georgios
P. Papamichail2,3 and Georgios I. Doukidis1,2,3
1Department of Information Systems
& Computing
Brunel University, Uxbridge, Middlessex UB8
3PH, UK
2Department of Technology and Management
Athens University of Economics and Business
Patission 76, 10434 Athens, Greece
3eLTRUN (Hellenic ELectronic Trading
Reseach UNit)
Athens University of Economics & Business
Euelpidwn 47A & Leukados 33, 113-62, Athens,
Greece
avrehop@aueb.gr,
pmichael@aueb.gr, gjd@aueb.gr
(respectively)
Scenario
optimization asset and liability modeling for endowments with minimum guarantees
Stavros A. Zenios
HERMES Center on Computational Finance and
Economics
University of Cyprus and The Wharton Financial
Institutions Center
An attempt to understand the world stock markets 1996 to 2001
William T. Ziemba
University of British Columbia
Vancouver, B.C., Canada
Is There an Optimal Defence Expenditure Burden? An Answer in the Context of the Greek - Turkish Arms Race
G. Zombanakis, with A. Andreou, K. Parsopoulos and M. Vrahatis
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