Robust portfolio optimisation using risk measures and applications. - Michalis Kapsos (2013)

Worst-case robust Omega ratio. - Michalis Kapsos; Nicos Christofides; Berç Rustem (Eur. J. Oper. Res., 2014)

Robust risk budgeting. - Michalis Kapsos; Nicos Christofides; Berç Rustem (Ann. Oper. Res., 2018)