Portfolio diversification in the sovereign credit swap markets. - Andrea Consiglio; Somayyeh Lotfi; Stavros A. Zenios (Ann. Oper. Res., 2018)

Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances. - Somayyeh Lotfi; Stavros A. Zenios (Eur. J. Oper. Res., 2018)

Hedging political risk in international portfolios. - Somayyeh Lotfi; Giovanni Pagliardi; Efstathios Paparoditis; Stavros A. Zenios (Eur. J. Oper. Res., 2025)