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