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[Lebbah:IJAMC15]
Fatima Zohra Lebbah and Yahia Lebbah
A local search approach to solve a financial portfolio design problem
International Journal of Applied Metaheuristic Computing 6(2), 1-17, 2015

[Lebbah:ENDM15]
Fatima Zohra Lebbah and Yahia Lebbah
VNS approach for solving a financial portfolio design problem
Electronic Notes in Discrete Mathematics 47(1), 125-132, 2015

[Flener:AOC08]
Olof Sivertsson, Pierre Flener, and Justin Pearson
A bound on the overlap of same-sized sets
Annals of Combinatorics 12(3), 347-352, oct 2008

[Flener:CONS07:CDO2]
Pierre Flener, Justin Pearson, Luis G. Reyna, and Olof Sivertsson
Design of financial CDO squared transactions using constraint programming
Constraints 12(2), 179-205, apr 2007

[Sivertsson:MSc05]
Olof Sivertsson
Construction of Synthetic CDO Squared
dec 2005
Note: Available as Technical Report 2005-042 at http://www.it.uu.se/research/reports/2005-042

[Agren:CP05]
Magnus Ă…gren, Pierre Flener, and Justin Pearson
Incremental algorithms for local search from existential second-order logic
CP 2005, 47-61, 2005

[Flener:CP04]
Pierre Flener, Justin Pearson, and Luis G. Reyna
Financial portfolio optimisation
CP 2004, 227-241, 2004