Acknowledgments
Some of the material in this book is based on my own published research, and I wish to express my appreciation to all colleagues and students from whom I have learned a great deal. Their contributions are gratefully acknowledged without implicating them in the final product.
Ron S. Dembo, Harry M. Markowitz, John M. Mulvey, and William T. Ziemba have been a constant source of encouragement and a solid sounding board for ideas, since the first conference on financial optimization I organized in Philadelphia in 1989.
Over the subsequent years I have benefited from interaction with numerous collaborators. They all have had a significant impact on my thinking on this topic, and I thank them in strictly alphabetical order: David Babbel, Andrea Beltratti, Marida Bertocchi, Jorgen Bloomval, Flavio Cocco, Andrea Consiglio, George Constantinides, Rita D'Ecclesia, Michael Dempster, Rosella Giacometti, Ben Golub, Jack Guttentag, Patrick T. Harker, Richard Herring, Martin Holmer, Norbert Jobst, Roy Kouwenberg, Helmut Mausser, Gautam Mitra, Søren S. Nielsen, Stathis Paparoditis, Georg Pflug, Dan Rosen, Anthony Santomero, David Saunders, Jaap Spronk, Nicholas Topaloglou, Hercules Vladimirou, Ton Vorst.
Among my coauthors I would like to especially thank Andrea Consiglio, the late Søren S. Nielsen, and David Saunders, who read drafts of the entire manuscript and offered extensive comments and suggestions.
Ron S. Dembo facilitated my visits to Algorithmics Inc. in Toronto, London, ...
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