Multiperiod Portfolio Management Using Parallel Interior Point Method. - Ladislav Halada; Mária Lucká; Igor Melichercík (PARCO, 2003)

Application of multistage stochastic programs solved in parallel in portfolio management. - Mária Lucká; Igor Melichercík; Ladislav Halada (Parallel Comput., 2008)

Dynamic portfolio optimization with risk management and strategy constraints. - Csilla Krommerová; Igor Melichercík (Kybernetika, 2014)

Simple explicit formula for near-optimal stochastic lifestyling. - Ales Cerný; Igor Melichercík (Eur. J. Oper. Res., 2020)