Heuristics for cardinality constrained portfolio optimisation. - T.-J. Chang; Nigel Meade; John E. Beasley; Yazid M. Sharaiha (Comput. Oper. Res., 2000)

Modelling diffusion and replacement. - Towhidul Islam; Nigel Meade (Eur. J. Oper. Res., 2000)

Forecasting call frequency at a financial services call centre. - A. Antipov; Nigel Meade (J. Oper. Res. Soc., 2002)

An evolutionary heuristic for the index tracking problem. - John E. Beasley; Nigel Meade; T.-J. Chang (Eur. J. Oper. Res., 2003)

The utility of cash flow forecasts in the management of corporate cash balances. - Fionnuala M. Gormley; Nigel Meade (Eur. J. Oper. Res., 2007)

Using copulas to model repeat purchase behaviour - An exploratory analysis via a case study. - Nigel Meade; Towhidul Islam (Eur. J. Oper. Res., 2010)

Renewable energy investments under different support schemes: A real options approach. - Trine Krogh Boomsma; Nigel Meade; Stein-Erik Fleten (Eur. J. Oper. Res., 2012)

Market neutral portfolios. - Cristiano Arbex Valle; Nigel Meade; John E. Beasley (Optim. Lett., 2014)

An optimisation approach to constructing an exchange-traded fund. - Cristiano Arbex Valle; Nigel Meade; John E. Beasley (Optim. Lett., 2015)

Factor neutral portfolios. - Cristiano Arbex Valle; Nigel Meade; John E. Beasley (OR Spectr., 2015)

Using parametric classification trees for model selection with applications to financial risk management. - Christopher J. Adcock; Nigel Meade (Eur. J. Oper. Res., 2017)

Quantitative portfolio selection: Using density forecasting to find consistent portfolios. - Nigel Meade; John E. Beasley; Christopher J. Adcock (Eur. J. Oper. Res., 2021)