1 Direct and Alternative Methods for Portfolio Choice
Nicolas Chapados
Portfolio Choice Problems
SpringerBriefs in Electrical and Computer Engineering, 2011, Volume 3, 61-70, DOI: 10.1007/978-1-4614-0577-1_4
http://www.springerlink.com/content/t017l0j2671640hx/

2 Stochastic Volatility with ARMA Extension Applied to Portfolio Choice
Arnisa Abazi
No 130, Computing in Economics and Finance 2005 from Society for Computational Economics
http://econpapers.repec.org/paper/scescecf5/130.htm