1.
Distributionally robust joint chance constraints with second-order moment information
by Zymler, Steve
Mathematical programming, 2011, Vol.137 (1-2), p.167-198

2.
Distributionally robust multi-item newsvendor problems with multimodal demand distributions
by Hanasusanto, Grani A
Mathematical programming, 2014, Vol.152 (1-2), p.1-32

3.
Optimizing the Omega ratio using linear programming
by Kapsos, Michalis
The journal of computational finance, 2014, Vol.17 (4), p.49-57

4.
Robust optimization of currency portfolios
by Fonseca, Raquel
The journal of computational finance, 2011, Vol.15 (1), p.3-30
