The Innovest Austrian Pension Fund Financial Planning Model InnoALM. - Alois Geyer; William T. Ziemba (Oper. Res., 2008)

A stochastic programming approach for multi-period portfolio optimization. - Alois Geyer; Michael Hanke; Alex Weissensteiner (Comput. Manag. Sci., 2009)

No-arbitrage conditions, scenario trees, and multi-asset financial optimization. - Alois Geyer; Michael Hanke; Alex Weissensteiner (Eur. J. Oper. Res., 2010)

Scenario tree generation and multi-asset financial optimization problems. - Alois Geyer; Michael Hanke; Alex Weissensteiner (Oper. Res. Lett., 2013)

No-arbitrage bounds for financial scenarios. - Alois Geyer; Michael Hanke; Alex Weissensteiner (Eur. J. Oper. Res., 2014)