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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
Vine copula-based scenario tree generation approaches for portfolio optimization
He, Xiaolei, (2024)
Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation
Phelps, Nathan, (2024)
Modifications to the subroutine OPALQP for dealing with large problems
Bartholomew-Biggs, Michael C., (1994)
Nonlinear optimization with financial applications
Bartholomew-Biggs, Michael C., (2005)
Bartholomew-Biggs, M. C., (1994)