Multiobjective financial portfolio design: a hybrid evolutionary approach. - Raj Subbu; Piero P. Bonissone; Neil H. W. Eklund; Srinivas Bollapragada; Kete Charles Chalermkraivuth (Congress on Evolutionary Computation, 2005)

GE Asset Management, Genworth Financial, and GE Insurance Use a Sequential-Linear-Programming Algorithm to Optimize Portfolios. - Kete Charles Chalermkraivuth; Srinivas Bollapragada; Michael C. Clark; John Deaton; Lynn Kiaer; John P. Murdzek; Walter Neeves; Bernhard J. Scholz; David Toledano (Interfaces, 2005)

A Review of Two Industrial Deployments of Multi-criteria Decision-making Systems at General Electric. - Raj Subbu; Piero P. Bonissone; Srinivas Bollapragada; Kete Charles Chalermkraivuth; Neil H. W. Eklund; Naresh Iyer; Rasik Shah; Feng Xue 003; Weizhong Yan (MCDM, 2007)

Multi-criteria Set Partitioning for Portfolio Management: A Visual Interactive Method. - Raj Subbu; Gregory Russo; Kete Charles Chalermkraivuth; José R. Celaya (MCDM, 2007)