Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions. - Bruce I. Jacobs; Kenneth N. Levy; Harry M. Markowitz (Oper. Res., 2005)

Correction: Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage. - Bruce I. Jacobs; Kenneth N. Levy (Ann. Oper. Res., 2025)

Portfolio insurance, portfolio theory, market simulation, and risks of portfolio leverage. - Bruce I. Jacobs; Kenneth N. Levy (Ann. Oper. Res., 2025)