1 Global optimization of higher order moments in portfolio selection
Dietmar Maringer and Panos Parpas
Journal of Global Optimization
Volume 43, Numbers 2-3, 219-230, DOI: 10.1007/s10898-007-9224-3
http://www.springerlink.com/content/x60w28780u1w3836/

2 The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
Yesim Tokata, Svetlozar T. Rachev, , b, c and Eduardo S. Schwartzd
  Journal of Economic Dynamics and Control
Volume 27, Issue 6, April 2003, Pages 937-969
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V85-45VG7NP-1&_user=10&_coverDate=04%2F30%2F2003&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_rerunOrigin=scholar.google&_acct=C000050221&_version=1&_urlVersion=0&_userid=10&md5=fb3bdd9f3899abab6cffea5224a62939&searchtype=a