VaR optimal portfolio with transaction costs. - Natasa Krejic; Miles Kumaresan; Andrea Roznjik (Appl. Math. Comput., 2011)

Variable sample size method for equality constrained optimization problems. - Natasa Krejic; Natasa Krklec Jerinkic; Andrea Roznjik (Optim. Lett., 2018)

Penalty variable sample size method for solving optimization problems with equality constraints in a form of mathematical expectation. - Natasa Krklec Jerinkic; Andrea Roznjik (Numer. Algorithms, 2020)