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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
The Kelly capital growth investment criterion : theory and practice
MacLean, Leonard C., (2012)
Sampling methods for investment portfolio formulation procedure at increased market volatility
Dzicher, Mateusz, (2021)
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)