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2. The investor problem based on the HJM model. (2021). Peszat, Szymon ; Zawisza, Dariusz.
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   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920301776.

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   In: Financial Innovation.
   RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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2. Monte carlo within simulated annealing for integral constrained optimizations. (2024). Casarin, Roberto ; Osuntuyi, Anthony ; Maillet, Bertrand B.
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3. Dynamic consumption and portfolio choice considering information learning and stochastic interest rate. (2024). Liu, Yongjun ; Zhou, Minna.
   In: Finance Research Letters.
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4. Solving constrained consumption–investment problems by decomposition algorithms. (2024). Homem-De, Tito ; Castaeda, Pablo ; Garcia, Javier ; Lagos, Guido ; Pagnoncelli, Bernardo K.
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   In: Papers.
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   In: Discussion Papers.
   RePEc:zbw:bubdps:062023.

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   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001656.

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12. Near-optimal asset allocation in financial markets with trading constraints. (2022). Pelsser, Antoon ; Kamma, Thijs.
    In: European Journal of Operational Research.
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13. A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices. (2021). Weiss, Farina.
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    In: Computational Economics.
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16. Consumption in incomplete markets. (2020). Guasoni, Paolo ; Wang, GU.
    In: Finance and Stochastics.
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    In: Annals of Operations Research.
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    In: Papers.
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    In: Review of Finance.
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    In: European Journal of Operational Research.
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    In: SAFE Working Paper Series.
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26. The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice. (2016). Pan, Wei-Ting.
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