Journal of Computational Finance

Welcome to Volume 11, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Optimal portfolio management in markets with asymmetric taxation' by Cristin Buescu and Michael Taksar from the University of Missouri; ‘An adaptive procedure for estimating coherent risk measures based on generalized scenarios' by Vadim Lesnevski from the Royal Bank of Scotland, and Barry L. Nelson and Jeremy Staum from Northwestern University; ‘Robust active portfolio management' by Emre Erdogan from ING Investment Management, and Donald G. Goldfarb and Garud Iyengar from Columbia University; and ‘Pricing options on realized variance in the Heston model with jumps in returns and volatility' by Artur Sepp from Merrill Lynch.

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