Solving Realistic Portfolio Optimization Problems via Metaheuristics: A Survey and an Example. - Jana Doering; Angel A. Juan; Renatas Kizys; Angels Fito; Laura Calvet (MS, 2016)

A variable neighborhood search simheuristic for project portfolio selection under uncertainty. - Javier Panadero; Jana Doering; Renatas Kizys; Angel A. Juan; Angels Fito (J. Heuristics, 2020)

A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances. - Renatas Kizys; Jana Doering; Angel A. Juan; Onur Polat; Laura Calvet; Javier Panadero (Comput. Oper. Res., 2022)