Time series interpolation via global optimization of moments fitting. - Emilio Carrizosa; Alba V. Olivares-Nadal; Pepa Ramírez-Cobo (Eur. J. Oper. Res., 2013)

Robust newsvendor problem with autoregressive demand. - Emilio Carrizosa; Alba V. Olivares-Nadal; Pepa Ramírez-Cobo (Comput. Oper. Res., 2016)

Technical Note - A Robust Perspective on Transaction Costs in Portfolio Optimization. - Alba V. Olivares-Nadal; Victor DeMiguel (Oper. Res., 2018)

Embedding the production policy in location-allocation decisions. - Emilio Carrizosa; Alba V. Olivares-Nadal; Pepa Ramírez-Cobo (4OR, 2020)

Thompson Sampling for Infinite-Horizon Discounted Decision Processes. - Daniel Adelman; Cagla Keceli; Alba V. Olivares-Nadal (CoRR, 2024)

Constructing decision rules for multiproduct newsvendors: An integrated estimation-and-optimization framework. - Alba V. Olivares-Nadal (Eur. J. Oper. Res., 2024)