Dynamic allocations for currency futures under switching regimes signals. - Lorenzo Reus; John M. Mulvey (Eur. J. Oper. Res., 2016)

On the strategic behavior of large investors: A mean-variance portfolio approach. - Marcelo J. Villena; Lorenzo Reus (Eur. J. Oper. Res., 2016)

Extraction Planning Under Capacity Uncertainty at the Chuquicamata Underground Mine. - Lorenzo Reus; Mathias Belbèze; Hans Feddersen; Enrique Rubio (Interfaces, 2018)

Merton portfolio allocation under stochastic dividends. - Lorenzo Reus (Optim. Lett., 2025)