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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger, (2004)
Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]
Zenios, Stauros Andrea, (1995)
Replicating Hedge Fund Indices with Optimization Heuristics
Gilli, Manfred, (2010)
Constructing long/short portfolios with the Omega ratio
Gilli, Manfred, (2008)
An empirical analysis of alternative portfolio selection criteria
Gilli, Manfred, (2009)