Asset allocation with correlation: A composite trade-off. - Rachael Carroll; Thomas Conlon; John Cotter; Enrique Salvador (Eur. J. Oper. Res., 2017)

Long-run wavelet-based correlation for financial time series. - Thomas Conlon; John Cotter; Ramazan Gencay (Eur. J. Oper. Res., 2018)

Asset allocation with factor-based covariance matrices. - Thomas Conlon; John Cotter; Iason Kynigakis (Eur. J. Oper. Res., 2025)