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Some risk considerations and mathematical programming in portfolio selection
Albouy, M., (1979)
Optimization of bank portfolios
Beazer, William Frank, (1975)
Portfolio analysis of asset and liability management in small, medium- and largesized banks
Francis, Jack Clark, (1978)
MIN-MAD Life : a multi-period optimization model for life insurance company investment decisions
Brodt, Abraham I., (1983)
A multi-period portfolio theory model for commercial bank management
Brodt, Abraham I., (1979)
MIN-MAD life: A multi-period optimization model for life insurance company investment decisions