Applying Operations Research Techniques to Financial Markets. - John L. G. Board; Charles M. S. Sutcliffe; William T. Ziemba (Interfaces, 2003)

Operations Research and Financial Markets. - John L. G. Board; Charles M. S. Sutcliffe; William T. Ziemba (Encyclopedia of Optimization, 2009)

Portfolio Selection: Markowitz Mean-variance Model. - John L. G. Board; Charles M. S. Sutcliffe; William T. Ziemba (Encyclopedia of Optimization, 2009)