Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. - Nonthachote Chatsanga; Andrew J. Parkes (CoRR, 2017)

International portfolio optimisation with integrated currency overlay costs and constraints. - Nonthachote Chatsanga; Andrew J. Parkes (Expert Syst. Appl., 2017)

International portfolio optimisation under uncertainty. - Nonthachote Chatsanga (2017)