Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices. - Dmitri V. Boreiko; Yuri M. Kaniovski; Georg Ch. Pflug (OR, 2015)

Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence. - Dmitri V. Boreiko; Yuri M. Kaniovski; Georg Ch. Pflug (Central Eur. J. Oper. Res., 2016)

How Risk Profiles of Investors Affect Robo-Advised Portfolios. - Dmitri V. Boreiko; Francesca Massarotti (Frontiers Artif. Intell., 2020)