Robust Risk Management in Hydro-Electric Pumped Storage Plants. - Apostolos Fertis; Lukas Abegg (OR, 2010)

The Regularization Aspect of Optimal-Robust Conditional Value-at-Risk Portfolios. - Apostolos Fertis; Michel Baes; Hans-Jakob Lüthi (OR, 2011)

Robust risk management. - Apostolos Fertis; Michel Baes; Hans-Jakob Lüthi (Eur. J. Oper. Res., 2012)

Approximate dynamic programming for stochastic linear control problems on compact state spaces. - Stefan Woerner; Marco Laumanns; Rico Zenklusen; Apostolos Fertis (Eur. J. Oper. Res., 2015)