A stochastic programming approach for multi-period portfolio optimization. - Alois Geyer; Michael Hanke 003; Alex Weissensteiner (Comput. Manag. Sci., 2009)

No-arbitrage conditions, scenario trees, and multi-asset financial optimization. - Alois Geyer; Michael Hanke 003; Alex Weissensteiner (Eur. J. Oper. Res., 2010)

Scenario tree generation and multi-asset financial optimization problems. - Alois Geyer; Michael Hanke 003; Alex Weissensteiner (Oper. Res. Lett., 2013)

No-arbitrage bounds for financial scenarios. - Alois Geyer; Michael Hanke 003; Alex Weissensteiner (Eur. J. Oper. Res., 2014)

Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness. - Michael Hanke 003; Spiridon I. Penev; Wolfgang K. Schief; Alex Weissensteiner (Eur. J. Oper. Res., 2017)

Comparing large-sample maximum Sharpe ratios and incremental variable testing. - Michael Hanke 003; Spiridon I. Penev (Eur. J. Oper. Res., 2018)