Global minimum variance portfolios under uncertainty: a robust optimization approach. - Sandra Caçador; Joana Matos Dias; Pedro Godinho (J. Glob. Optim., 2020)

Portfolio selection under uncertainty: a new methodology for computing relative-robust solutions. - Sandra Caçador; Joana Matos Dias; Pedro Godinho (Int. Trans. Oper. Res., 2021)

A minimax regret portfolio model based on the investor's utility loss. - Sandra Caçador; Pedro Cortesão Godinho; Joana Matos Dias (Oper. Res., 2022)