Fast Quadratic Programming for Mean-Variance Portfolio Optimisation. - Vasileios E. Kontosakos (Oper. Res. Forum, 2020)

Pricing discretely-monitored double barrier options with small probabilities of execution. - Vasileios E. Kontosakos; Keegan Mendonca; Athanasios A. Pantelous; Konstantin Zuev (Eur. J. Oper. Res., 2021)

Long-term dynamic asset allocation under asymmetric risk preferences. - Vasileios E. Kontosakos; Soosung Hwang; Vasileios Bill Kallinterakis; Athanasios A. Pantelous (Eur. J. Oper. Res., 2024)