- A chance constrained investment problem with portfolio variance and skewness criteria - solution technique based on the Successive Iterative Regularization2016 | Faculty of Mathematics and Physics
- Stochastic Programming Software: A Comparison for Investment Problem2011 | Faculty of Mathematics and Physics
- Chance constrained problems: penalty reformulation and performance of sample approximation technique2012 | Faculty of Mathematics and Physics
- Local Stability and Differentiability of the Mean-Conditional Value at Risk Model Defined on the Mixed-Integer Loss Functions2010 | Faculty of Mathematics and Physics
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints2014 | Faculty of Mathematics and Physics
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization2018 | Faculty of Mathematics and Physics
- Pension fund management with investment certificates and stochastic dominance2021 | Faculty of Mathematics and Physics