- Robustness in stochastic programs with risk constraints2012 | Faculty of Mathematics and Physics
- Robustness of optimal portfolios under risk and stochastic dominance constraints2014 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY2018 | Faculty of Mathematics and Physics
- Sample approximation technique for mixed-integer stochastic programming problems with expected value constraints2014 | Faculty of Mathematics and Physics
- Chance constrained problems: penalty reformulation and performance of sample approximation technique2012 | Faculty of Mathematics and Physics
- Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws2020 | Faculty of Mathematics and Physics