Sensitivity analysis for mean-variance portfolio problems

Portfolio Selection and Transactions Costs

Computational Optimization and Applications

Multi-period portfolio optimization with linear control policies

Automatica (Journal of IFAC)

Impossible Frontiers

Management Science

Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection

Computational Optimization and Applications

On interval portfolio selection problem

Fuzzy Optimization and Decision Making

Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity

Journal of Computational and Applied Mathematics