Fábián, C.I., Mitra G., Roman D., and Zverovich V. (2011).
An enhanced model for portfolio choice with SSD criteria: a constructive approach.
Quantitative Finance, 11(10), 1525-1534. Link
Fábián, C.I., Mitra, G., Roman, D., Zverovich, V., Vajnai, T., Csizmás, E., and Papp, O. (2011).
Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study.
In Bertocchi M. I., Consigli G., Dempster M.A.H. (Eds.) Stochastic Optimization Methods in Finance and Energy:
New Financial Products and Energy Market Strategies, Chapter 18 (pp. 441-469). Springer, New York.
Zverovich, V. (2011). Modelling and solution methods for stochastic optimisation.
Ph.D. thesis, Brunel University, UK. Link
Zverovich, V., Fábián C.I., Ellison F., and Mitra, G. (2010).
A computational study of a solver system for processing two-stage stochastic linear programming problems.
Stochastic Programming E-Print Series 9. Link
Roman, D., Mitra, G., and Zverovich, V. (2013). Enhanced indexation based on second-order stochastic dominance.
European Journal of Operational Research, 228 (1), 273-281.
Zverovich, V., Fábián C.I., Ellison F., and Mitra, G. (2012).
A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition.
Mathematical Programming Computation. September 2012, Volume 4, Issue 3, pp 211-238
Lazić, J., Mitra, G., Mladenović, N., and Zverovich, V. (2010).
Variable neighbourhood decomposition search for a two-stage stochastic mixed integer programming problem.
Discrete Applied Mathematics. Submitted to special issue devoted to Matheuristics conference,
June 28-30, 2010, Vienna, Austria.