Cutting planes for integer programs with general integer variables

Veröffentlicht 1995

Factor alignment problems and quantitative portfolio management

von Ceria, Sebastián
Veröffentlicht in The journal of portfolio management (2012)

Alpha construction in a consistent investment process

von Ceria, Sebastián
Veröffentlicht in Portfolio construction, measurement, and efficiency (2017)

Novel approaches to portfolio construction : multiple risk models and multisolution generation

Veröffentlicht in Satchell, Stephen, 1949 - Optimizing optimization (2010)