Risikominimierung bei der Portfolioplanung unter besonderer Berücksichtigung singulärer Kovarianzmatrizen. - Otto Loistl; Harald Rosenthal (Z. Oper. Research, 1980)

Xetra efficiency evaluation and NASDAQ modelling by KapSyn. - Otto Loistl; Bernd Schossmann; Olaf Vetter (Eur. J. Oper. Res., 2001)

Financial modelling and the theory of finance. - Otto Loistl; Nico van der Wijst (Eur. J. Oper. Res., 2001)

Tick size and spreads: The case of Nasdaq's decimalization. - Otto Loistl; Bernd Schossmann; Alexander Veverka (Eur. J. Oper. Res., 2004)

A Quantitative-Behavioural Approach to Modelling Stock Market's Microstructure. - Michael Huetl; Otto Loistl; Johannes Prix (JCIS, 2006)

Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation? - Otto Loistl (Eur. J. Oper. Res., 2015)