Mean-variance portfolio selection for a non-life insurance company. - Lukasz Delong; Russell Gerrard (Math. Methods Oper. Res., 2007)

On the worst and least possible asymptotic dependence. - Alexandru V. Asimit; Russell Gerrard (J. Multivar. Anal., 2016)

Communication and personal selection of pension saver's financial risk. - Russell Gerrard; Munir Hiabu; Ioannis Kyriakou; Jens Perch Nielsen (Eur. J. Oper. Res., 2019)

On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. - Russell Gerrard; Ioannis Kyriakou; Jens Perch Nielsen; Peter Vodicka (Eur. J. Oper. Res., 2023)