- Multistage risk-averse asset allocation with transaction costs2012 | Faculty of Mathematics and Physics
- On variance reduction of mean-CVaR Monte Carlo estimators2015 | Faculty of Mathematics and Physics
- Structure of risk-averse multistage stochastic programs2015 | Faculty of Mathematics and Physics
- Multi-Stage Stochastic Programming with CVaR: Modeling, Algorithms and RobustnessPublication without faculty affiliation