John L. G. Board

Operations Research and Financial Markets

William T. Ziemba, John L. G. Board, Charles M. S. Sutcliffe, 2009, Encyclopedia of Optimization.

Applying Operations Research Techniques to Financial Markets

William T. Ziemba, John L. G. Board, Charles M. S. Sutcliffe, 2003, Interfaces.

Portfolio Selection: Markowitz Mean-variance Model

William T. Ziemba, John L. G. Board, Charles M. S. Sutcliffe, 2009, Encyclopedia of Optimization.