The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation. - Erindi Allaj (Comput. Manag. Sci., 2020)

On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? - Erindi Allaj; Maria Elvira Mancino (Commun. Stat. Simul. Comput., 2021)

Measuring variability and association for categorical data. - Erindi Allaj (Fuzzy Sets Syst., 2021)