On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory, (2013), (with T. Bodnar and W. Schmid), (to appear in European Journal of Operational Research), DOI: http://dx.doi.org/10.1016/j.ejor.2013.03.002.
Estimation of the Global Minimum Variance Portfolio in High Dimensions, (2013), (with T. Bodnar and W. Schmid), EUV Working Paper (submitted).
On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability, (2012), (with T. Bodnar and W. Schmid), EUV Working Paper 319 (submitted).
A Closed-Form Solution of the Multi-Period PortfolioChoice Problem for a Quadratic Utility Function, (2010), (with T. Bodnar and W. Schmid), EUV Working Paper 292 (submitted).
Killed Markov Decision Processes on Finite Time Interval for Finite Models, (2010), Bulletin of the University Lviv Series: Mechanics & Mathematics (Ukrainian), 72, 243-254, (with Y. Yeleyko).
Killed Markov Decision Processes on Finite Time Interval for Countable Models, (2010), Transactions of the NAS of Azerbaijan: Mathematics series of Physical-Technical and Mathematical science, vol. XXX, No 4, 141-152, (with Y. Yeleyko).
