| Paper Code | Title | Authors | Topic |
|---|
| Mo-A13-TO/1 | A comparison among performance measures in portfolio theory | Ortobelli Sergio, Biglova Almira, Rachev Svetlozar, Fabozzi Frank, Stoyanov Stoyan | 9.1 |
| Mo-A13-TO/2 | The Hidden Risks of Optimizing Bond Portfolios under VaR | Winker Peter, Maringer Dietmar | 9.1 |
| Mo-A13-TO/3 | Building Financial Time Series Predictions with Evolutionary Artificial Neural Network | Hayward Serge | 9.1 |
| Mo-A13-TO/4 | Clusters Patterning in High Tech Stock Market | Tomarchio Giuseppina, Bucolo Maide, Galvagno Luca, Fortuna Luigi | 9.1 |
| Mo-A13-TO/5 | Equilibrium Price Bifurcation in WALRAS Price Formation Model with Delays | Obrosova Natalia | 9.1 |
| Mo-A13-TO/6 | On the Stochastic Modelling and Solvency of Banking Systems | Petersen Mark, Burger Isobel, Fouche Casper, Mukuddem-Petersen Janine | 9.1 |
