Sufficient conditions under which SSD- and MR-efficient sets are identical. - Frank Schuhmacher; Benjamin R. Auer (Eur. J. Oper. Res., 2014)

Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed. - Frank Schuhmacher; Hendrik Kohrs; Benjamin R. Auer (Manag. Sci., 2021)

A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts. - Marcel Marohn; Benjamin R. Auer (Eur. J. Oper. Res., 2024)

Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. - Kerstin Lamert; Benjamin R. Auer; Ralf Wunderlich (Math. Methods Oper. Res., 2025)