论文目录：
1、A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION
2、A miminax portfolio selection rule with linear programming solution
3、Comments on "A "mixed integer linear programming formulation
4、CREDIT RISK OPTIMIZATION WITH CONDITIONAL
5、CVaR Models with Selective Hedging for International Asset Allocation
6、Portfolio optimization with CVaR under VG process
7、Portfolio selection under possibilistic mean–variance utility and a SMO algorithm
8、Dynamic mean–variance portfolio selection with borrowing constraint
9、Importance sampling for integrated market and credit portfolio models
10、Portfolio optimization of equity mutual funds with fuzzy return rates and risks
做投资组合优化方面的可以看看，应该有价值!