Modelling and Optimization of Fixed Income Investments. - Jacek Jakubowski; Andrzej Palczewski (ERCIM News, 2009)

Risk Minimizing Strategies for Tracking a Stochastic Target. - Andrzej Palczewski (System Modelling and Optimization, 2011)

Theoretical and empirical estimates of mean-variance portfolio sensitivity. - Andrzej Palczewski; Jan Palczewski (Eur. J. Oper. Res., 2014)

LP Algorithms for Portfolio Optimization: The PortfolioOptim Package. - Andrzej Palczewski (R J., 2018)

Black-Litterman model for continuous distributions. - Andrzej Palczewski; Jan Palczewski (Eur. J. Oper. Res., 2019)