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  title = {Cutting Plane Algorithms for Mean-CVaR Portfolio Optimization  with Nonconvex Transaction Costs},
  journal = {Computational Management Science},
  year = 2015,
}

@article{CTT100747469,
  author = {柴崎 佑翔 and 南條 慶輔 and 高野 祐一 and 水野眞治},
  title = {リスク評価に CVaR を用いた保険料決定の最適化モデル},
  journal = {オペレーションズ・リサーチ誌},
  year = 2013,
}