Selecting Value-at-Risk methods according to their hidden characteristics. - Lampros Kalyvas; Nikolaos Dritsakis; Costas Siriopoulos; Chris Grose (Oper. Res., 2004)

A tangent linear approach in technical trading strategy: the use of convexity path in stock market indices. - Dionisis Th. Philippas; Costas Siriopoulos (Oper. Res., 2013)