Portfolio symmetry and momentum. - Monica Billio; Ludovic Calès; Dominique Guégan (Eur. J. Oper. Res., 2011)

Practical Volume Computation of Structured Convex Bodies, and an Application to Modeling Portfolio Dependencies and Financial Crises. - Ludovic Calès; Apostolos Chalkis; Ioannis Z. Emiris; Vissarion Fisikopoulos (SoCG, 2018)

The cross-sectional distribution of portfolio returns and applications. - Ludovic Calès; Apostolos Chalkis; Ioannis Z. Emiris (CoRR, 2021)

Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises. - Ludovic Calès; Apostolos Chalkis; Ioannis Z. Emiris; Vissarion Fisikopoulos (Comput. Geom., 2023)