A Simheuristic Algorithm for Reliable Asset and Liability Management Under Uncertainty Scenarios. - Christopher Bayliss; Marti Serra; Mariem Gandouz; Angel A. Juan; Armando Nieto (WSC, 2020)

A GA-simheuristic for the stochastic and multi-period portfolio optimisation problem with liabilities. - Armando Nieto; Marti Serra; Angel A. Juan; Christopher Bayliss (J. Simulation, 2023)