Risk minimization in multi-factor portfolios: What is the best strategy? - Philipp J. Kremer; Andreea Talmaciu; Sandra Paterlini (Ann. Oper. Res., 2018)

Sparse graphical modelling for global minimum variance portfolio. - Riccardo Riccobello; Giovanni Bonaccolto; Philipp J. Kremer; Piotr Sobczyk; Malgorzata Bogdan; Sandra Paterlini (Comput. Manag. Sci., 2025)