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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
Parametrically computing efficient frontiers of portfolio selection and reporting and utilizing the piecewise-segment structure
Qi, Yue, (2020)
Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus, (1994)
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)