This is the fourth volume in a series which discusses advances in mathematical programming and financial planning.

Portfolio applications: formulation and computation of general financial with transaction costs, A. Nagurney, J. Dong
a multiple period, optimal hedge portfolio selection model, R.F. Deckro et al
simple criteria for optimal portfolio selection revisited, A. Christofi, P. Theodossious
preferential alteration of a portfolios efficient frontier - a goal programming approach, M. Scnierderjans et al
backtest results for a portfolio optimization model using certainty equivalent criteria for gamma distributed returns, R.E. Davis. Applications in finance and decision making - a dynamic programming approach with Markov process to the cost-volume-profit analysis, S. Wu et al
warranty costs for renewable warranty programs under partial redemption, A. Mitra, J.G. Patankar
financial planning with 0-1 Knapsack problem, I - domination results, D.E. O'Leary
financial planning with 0-1 Knapsack problems, II - using domination results to solve Knapsack problems, D.E. O'Leary
ranking research programs in an R&
D laboratory using the analytical hierarchy process, E. Melachrinoudis. Multi-criteria applications of financial decision making: lineal goal programming approach to resource allocations - a case for Pakistan's economy, A.A.W. Rana, N.K. Kwak
a goal programming approach for hedging a portfolio with financial futures - an empirical test, J. Wingender, R. Sharda
a goal programming research equipment acquisitions, D. Kouchy, N.K. Kwak
a multiple criteria approach for sales force sizing and allocation, L.N. Spasovic et al
managing the allocation of exploration capital with a multi-objective portfolio model, R.M. Wall. Portfolio appliations: formulation and computation of general financial equilibrium with transaction costs, A. Nagurney, J. Dong
a multiple period, optimal hedge portfolio selection model, R.F. deckro et al
simple criteria for optimal portfolio selection revisited, A. Christofi, P. Theodossious
preferential alteration of a portfolio efficient frontier - a goal programming approach, M. Schniederjans et al
backtest results for a portfolio optimization model using certainty equivalent criteria for gamma distributed returns, R.E. Davis.