Modeling the Esscher Premium Principle for a System of Elliptically Distributed Risks. - Tomer Shushi (ICORES, 2019)

Portfolio Optimization by a Bivariate Functional of the Mean and Variance. - Zinoviy Landsman; Udi E. Makov; Tomer Shushi (J. Optim. Theory Appl., 2020)

Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks. - Zinoviy Landsman; Tomer Shushi (Symmetry, 2021)

The optimal solution of ESG portfolio selection models that are based on the average ESG score. - Tomer Shushi (Oper. Res. Lett., 2022)

Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns. - Nicola Loperfido; Tomer Shushi (J. Optim. Theory Appl., 2023)

ESG-driven optimal portfolio selection for separated environmental, social, and governance preferences. - Tomer Shushi (Oper. Res., 2025)