Efficient global portfolios: Big data and investment universes. - John B. Guerard Jr.; Svetlozar T. Rachev; Barret Pengyuan Shao (IBM J. Res. Dev., 2013)

Mean-variance and mean-ETL optimizations in portfolio selection: an update. - Barret Pengyuan Shao; John B. Guerard Jr.; Ganlin Xu (Ann. Oper. Res., 2025)