I. New Trends in Financial Modelling.- Financial modelling in the new paradigm of the decision theory.- Optimization techniques for portfolio selection.- II. High Performance Computing and Finance.- Asset liability management for pension funds: Elements of Dert’s model.- Postoptimality for a bond portfolio management model.- Demand for assets by heterogeneous agents in the Italian markets.- III. Financial Markets, Portfolio Theory and Selection.- Recent developments in modelling abnormal stock returns: A review essay.- Warrants pricing in a thin market: Case of Thailand.- “Ebb and flow” of fundamentalist, imitator and contrarian investors in a financial market.- Applicability of the CAPM on the Hungarian stock market: An empirical investigation.- Stock market behaviour and imitation: Some further results.- On selecting a portfolio of lease contracts in an asset-backed securitization process.- IV. Financial Forecasting.- Nonlinear error-correction models in the Greek money market.- An investigation into alternative indicators of risk exposure: A case study at the export credits guarantee department (U.K.).- Disappearing clouds: Weather influences on retail sales.- V. Corporate Finance: Investment and Financing Decisions.- Firm finance and growth: An empirical analysis.- Investment project analysis and financing mix: A new method in sight?.- A new linear programming formulation for the capital rationing problem.- VI. Insurance Companies and Financial Modelling.- Modelling shareholder value of insurance companies.- Zero-utility premium and time.- On the use of multicriteria methods for the evaluation of insurance companies in Greece.- VII. Stochastic Modelling and Uncertainty in Finance.- Preferences for early resolution of risk in financial markets with asymmetricinformation.- GARCH models as diflusion approximation: A simulation approach for currency hedging using options.- Antiusury laws and market interest rate dynamics.- Selection of investment using a decision tree.- VIII. Data Analysis and Financial Accounting.- Accounting ratios as factors of rate of return on equity.- Multivariate analysis in segment reporting by large industry firms in Greece.- An alternative proposal in evaluating the performance of mutual funds.- IX. Multicriteria Analysis in Financial Decisions.- A circumscribed ellipsoid method for multiobjective programming and applications to financial planning.- A decision support approach based on multicriterion Q-Analysis for the evaluation of corporate performance and viability.- Establishing efficiency benchmarks of bank branches.- Preference disaggregation methodology in segmentation problems: The case of financial distress.- Linear and dynamic modelisations of defeasance operations.- Author Index.