Over the years, papers by members of our working group (and others) have been published in special or feature issues of the European Journal of Operational Research (EJOR) and in a series of books. In the future, the series of feature issues will continue.
Organizers of Working Group meetings may also decide to publish on line proceedings or special issue in specific journals. For further information on such volumes the organizer of each event is encharged to manage it.
Special and feature issues of EJOR
Thus far, the European Journal of Operational Research has published a number of special issues on Financial Modelling:
Issue 74/2, edited by T. Martikainen, I Virtanen and P. Yli-Olli;
Issue 91/2, edited by E. Castagnoli and J. Spronk.
In 1998, the European Journal of Operational Research together with the EURO Working Group for Commodities and Financial Modelling decided to start a more regular series of feature issues.
Papers on financial modelling are sollicited that help to solve financial-economic decision problems in practice. Papers may relate to new insights, both theoretical and empirical, into the environment in which decision makers operate, new tools available to the decision makers and to the integration of these tools within frameworks for financial-economic decision making. Papers that stimulate and strengthen the interaction between financial economic theory and the practice of financial decision making, will be especially welcome.
The first feature issue was published as Issue Volume 114, Number 2, April 16, 1999, and edited by J. Spronk.
The second feature issue was edited by N. v.d. Wijst and J. Spronk and was published as Issue Volume 134, Number 2, October 16, 2001.
From 2004 EJOR changed the board of editors and its publication policy as well. Feature issues were removed from the editorial plan and only occasionally special issues on important topics may be proposed and accepted.
The Journal of Banking and Finance hosted a special issue after the XXX EWGCFM organized in 2003 in Capri: Volume 32, Issue 10 (2008), Special Section: Risk Management in Commodity and Financial Markets edited by R.L. D'Ecclesia
SPECIAL ISSUE ON Recent Developments in Energy Markets and Regulation
The special issue on "Recent Developments in Energy Markets and Regulation" will be realized with 8-10 papers selected through the standard referee's process of the Journal.
June 30th DEADLINE to submit the paper to the EWGCFM address
[ Energy Economics (http://www.journals.elsevier.com/energy-economics/)]
Financial Modelling and Extreme Events
Feature Cluster of the European Journal of Operational Research, A. Rai and N. van der Wijst (eds.), Volume 150, Number 3, November 1, 2003
Andrzej M.J. Skulimowski (Ed.), ISBN 83-912831-1-9, 1999
Proceedings of the 23th meeting of the EURO Working Group for Commodities and Financial Modelling.
Maria Bonilla, Trinidad Casasus, Ramon Sala (Eds.), ISBN 3-7908-1282-X., 1999
Abstract: The book presents 27 selected contributions from the 24th EURO Working Group for Commodities and Financial Modelling Meeting. The papers deal with financial theory, financial time series, risk analysis, portfolio analysis, financial institutions, micro-structures market and corporate finance, methods in finance, and models in finance and derivatives. They present new developments in the fields of the optimization and the analysis of financial time series behavior.
Current Topics in Quantitative Finance
Elio Canestrelli (Ed.), ISBN 3-7908-1231-5, 1999
Abstract: The volume collects a selection of papers of the 21st EURO Working Group for Commodities and Financial Modelling. The papers in this book provide a representative, though not complete sample of the current scientific activity in the field of quantitative finance. Such activity is not only theoretical but also practical, because it tries to combine theoretic analyses with empirical evidence. The topics deal with corporate finance, asset price analysis, portfolio management, decision theory, international exchange markets and financial derivatives. It is important to note the presence of algorithms, methods and models, helpful in the real activity of a decision maker, as performance evaluations and scenarios identifications in portfolio models, how to measure bank efficiency, and how to realize an efficient diversification of international investments.
New Operational Approaches for Financial Modelling
Constantin Zopounidis (Ed.), ISBN 3-7908-1043-6, 1997
Abstract: The series 'Contributions to Management Science' contains publications in the fields of management science, operations research and systems theory. These publications are primarily monographs and multiple author works containing new research results, but conference and congress reports are also considered. Apart from the contribution to scientific progress presented, it is a notable characteristic of the series that actual publishing time is very short thus permitting authors and editors to present their results without delay. This book is devoted to the 19th Meeting of the EURO Working Group for Commodities and Financial Modelling, held in Chania, Crete, Greece, November 28-30, 1996
Modelling Techniques for Financial Markets and Bank Management
M. Bertocchi, E. Cavalli, S. Komlosi (Eds), ISBN 3-7908-0928, 1996
Abstract: This book contains a selected number of papers presented at the XVIth EWGCFM meeting held in Pecs in 1994 and the XVIIth meeting held in Bergamo in 1995.
Modelling Reality and Personal Modelling
Richard Flavell (Ed.), ISBN 3-7908-0682-X, 1993
Abstract: Financial modelling takes many forms, as evidenced by the wide spread of topics covered in this volume. All the papers published herin were presented at eighter the 9th meeting, in Curaçao, or the 10th meeting in London, of the EURO Working Group and subsequently independently refereed and in many cases revised.
Recent Research in Financial Modelling
E.J. Stokking - G. Zambruno (Eds.), ISBN 3-7908-0683-8, 1993
Abstract: The series 'Contributions to Management Science' contains publications in the fields of management science, operations research and systems theory. These publications are primarily monographs and multiple author works containing new research results, but conference and congress reports are also considered. Apart from the contribution to scientific progress presented, it is a notable characteristic of the series that actual publishing time is very short thus permitting authors and editors to present their results without delay. This book contains a selection of revised papers that have initially been presented at the meetings of the EURO Working Group for Commodities and Financial Modelling, held in Sirmione, Italy (April 1990) and Gieten, The Netherlands (November 1990).
Modelling for Financial Decisions
Jaap Spronk - Benedetto Matarazzo (Eds.), ISBN 3-540-54253-1, 1989
Abstract: Proceedings of the 5th Meeting of the EURO Working Group for Commodities and Financial Modelling, held in Catania, 20-21 April, 1989. This volume was published earlier as a special issue of the Rivista di matematica per le scienze economiche e sociali.