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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)
Testing the structure of multistage stochastic programs
Dupačová, Jitka, (2009)
Pricing nondiversifiable credit risk in the corporate Eurobond market
Abaffy, J., (2007)
Bond portfolio management via stochastic programming
Bertocchi, Marida, (2006)