1 Computational Asset Allocation Using One-Sided and Two-Sided Variability Measures
Simone Farinelli, Damiano Rossello and Luisa Tibiletti
Computational Science – ICCS 2006
Lecture Notes in Computer Science, 2006, Volume 3994/2006, 324-331, DOI: 10.1007/11758549_48
http://www.springerlink.com/content/bp411211j22453k3/

2 Portfolio Optimization in Practice
Philippe Jorion
Financial Analysts Journal Vol. 48, No. 1 (Jan. - Feb., 1992), pp. 68-74
(article consists of 7 pages)
Published by: CFA Institute
Stable URL: http://www.jstor.org/stable/4479507

3  Risk Preferences and Loss Aversion in Portfolio Optimization
Dietmar Maringer
Computational Methods in Financial Engineering
2008, Part I, 27-45, DOI: 10.1007/978-3-540-77958-2_2
http://www.springerlink.com/content/kj1k337403g00526