Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach. - Walter Briec; Kristiaan Kerstens; Octave Jokung (Manag. Sci., 2007)

Making inefficient market indices efficient. - Ephraim Clark; Octave Jokung; Konstantinos Kassimatis (Eur. J. Oper. Res., 2011)

Non-differentiable transformations preserving stochastic dominance. - Michel Denuit; Louis Eeckhoudt; Octave Jokung (J. Oper. Res. Soc., 2013)

Keynesian resurgence: financial stimulus and contingent claims modelling. - Ephraim Clark; Sovan Mitra; Octave Jokung (Int. J. Math. Oper. Res., 2020)