Alexandre d'Aspremont (Princeton University)
Identifying Small Mean Reverting Portfolios

Victor DeMiguel (London Business School)
A Generalized Approach to Portfolio Optimization: Improving Performance By Constraining Portfolio Norms

Jacek Gondzio (The University of Edinburgh)
Parallel Solution Techniques in Very Large Scale Financial Planning Problems

Peter Laurence (Università di Roma "La Sapienza")
Hedging Spread Options

Ekkehard Sachs (University of Trier)
Optimization Methods in Calibration and Hedging

Ralf Werner (Technische Universität München & Hypo Real Estate Holding)
Consistency of Robust Portfolio Estimators