www.Personal_Asset_Allocation. - Andrea Consiglio; Flavio Cocco; Stavros A. Zenios (Interfaces, 2004)

Scenario optimization asset and liability modelling for individual investors. - Andrea Consiglio; Flavio Cocco; Stavros A. Zenios (Ann. Oper. Res., 2007)

Portfolio selection with probabilistic utility. - Robert Marschinski; Pietro Rossi; Massimo Tavoni; Flavio Cocco (Ann. Oper. Res., 2007)

Asset and liability modelling for participating policies with guarantees. - Andrea Consiglio; Flavio Cocco; Stavros A. Zenios (Eur. J. Oper. Res., 2008)