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@article{DBLP:journals/cor/HeZ23,
  author       = {Xiaolei He and
                  Weiguo Zhang},
  title        = {Two-stage international portfolio models with higher moment risk measures},
  journal      = {Comput. Oper. Res.},
  volume       = {154},
  pages        = {106200},
  year         = {2023}
}

@article{DBLP:journals/eor/LuanZL22,
  author       = {Fei Luan and
                  Weiguo Zhang and
                  Yongjun Liu},
  title        = {Robust international portfolio optimization with worst-case mean-CVaR},
  journal      = {Eur. J. Oper. Res.},
  volume       = {303},
  number       = {2},
  pages        = {877--890},
  year         = {2022}
}

@inproceedings{DBLP:conf/hri/LupettiZCLHJ22,
  author       = {Maria Luce Lupetti and
                  Cristina Zaga and
                  Nazli Cila and
                  Michal Luria and
                  Marius Hoggenm{\"{u}}ller and
                  Malte F. Jung},
  title        = {2nd International Workshop on Designerly {HRI} Knowledge. Reflecting
                  on {HRI} practices through Annotated Portfolios of Robotic Artefacts},
  booktitle    = {{HRI}},
  pages        = {1269--1271},
  publisher    = {{IEEE} / {ACM}},
  year         = {2022}
}

@article{DBLP:journals/eor/TopaloglouVZ20,
  author       = {Nikolas Topaloglou and
                  Hercules Vladimirou and
                  Stavros A. Zenios},
  title        = {Integrated dynamic models for hedging international portfolio risks},
  journal      = {Eur. J. Oper. Res.},
  volume       = {285},
  number       = {1},
  pages        = {48--65},
  year         = {2020}
}

@article{DBLP:journals/ijwis/IioW20,
  author       = {Jun Iio and
                  Shigenori Wakabayashi},
  title        = {Dialogbook: a proposal for simple e-portfolio system for international
                  communication learning},
  journal      = {Int. J. Web Inf. Syst.},
  volume       = {16},
  number       = {5},
  pages        = {611--622},
  year         = {2020}
}

@article{DBLP:journals/mcs/YuZLWW20,
  author       = {Xing Yu and
                  Wei Guo Zhang and
                  Yong{-}Jun Liu and
                  Xinxin Wang and
                  Chao Wang},
  title        = {Hedging the exchange rate risk for international portfolios},
  journal      = {Math. Comput. Simul.},
  volume       = {173},
  pages        = {85--104},
  year         = {2020}
}

@inproceedings{DBLP:conf/nbis/IioW20,
  author       = {Jun Iio and
                  Shigenori Wakabayashi},
  title        = {Dialogbook: Simple e-Portfolio System for International Communication
                  Learning},
  booktitle    = {NBiS},
  series       = {Advances in Intelligent Systems and Computing},
  volume       = {1264},
  pages        = {538--548},
  publisher    = {Springer},
  year         = {2020}
}

@article{DBLP:journals/fams/Beheshti18,
  author       = {Bijan Beheshti},
  title        = {Effective Stock Selection and Portfolio Construction Within US, International,
                  and Emerging Markets},
  journal      = {Frontiers Appl. Math. Stat.},
  volume       = {4},
  pages        = {17},
  year         = {2018}
}

@article{DBLP:journals/soco/ZhangMLL18,
  author       = {Wei{-}Guo Zhang and
                  Guo{-}Li Mo and
                  Fang Liu and
                  Yong{-}Jun Liu},
  title        = {Value-at-risk forecasts by dynamic spatial panel {GJR-GARCH} model
                  for international stock indices portfolio},
  journal      = {Soft Comput.},
  volume       = {22},
  number       = {16},
  pages        = {5279--5297},
  year         = {2018}
}

@inproceedings{DBLP:conf/fsdm/HuangWZ18,
  author       = {Xiaoxia Huang and
                  Xuting Wang and
                  Xiaoguang Zhou},
  title        = {An Uncertain Mean-Chance Model for International Portfolio Selection},
  booktitle    = {{FSDM}},
  series       = {Frontiers in Artificial Intelligence and Applications},
  volume       = {309},
  pages        = {24--29},
  publisher    = {{IOS} Press},
  year         = {2018}
}

@phdthesis{DBLP:phd/ethos/Chatsanga17,
  author       = {Nonthachote Chatsanga},
  title        = {International portfolio optimisation under uncertainty},
  school       = {University of Nottingham, {UK}},
  year         = {2017}
}

@article{DBLP:journals/eswa/ChatsangaP17,
  author       = {Nonthachote Chatsanga and
                  Andrew J. Parkes},
  title        = {International portfolio optimisation with integrated currency overlay
                  costs and constraints},
  journal      = {Expert Syst. Appl.},
  volume       = {83},
  pages        = {333--349},
  year         = {2017}
}

@inproceedings{DBLP:conf/itqm/LiY17,
  author       = {Suxiao Li and
                  Haizhen Yang},
  title        = {Interactions of International Portfolio Flows: an Empirical Study
                  Based on Network Analysis},
  booktitle    = {{ITQM}},
  series       = {Procedia Computer Science},
  volume       = {122},
  pages        = {826--833},
  publisher    = {Elsevier},
  year         = {2017}
}

@article{DBLP:journals/corr/ChatsangaP17,
  author       = {Nonthachote Chatsanga and
                  Andrew J. Parkes},
  title        = {Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based
                  Scenarios},
  journal      = {CoRR},
  volume       = {abs/1704.01174},
  year         = {2017}
}

@article{DBLP:journals/jifs/LiZD16,
  author       = {Ting Li and
                  Yue Zhang and
                  Fang Du},
  title        = {International portfolio selection model with exchange rate risk},
  journal      = {J. Intell. Fuzzy Syst.},
  volume       = {31},
  number       = {6},
  pages        = {2759--2765},
  year         = {2016}
}

@article{DBLP:journals/corr/ChatsangaP16,
  author       = {Nonthachote Chatsanga and
                  Andrew J. Parkes},
  title        = {International Portfolio Optimisation with Integrated Currency Overlay
                  Costs and Constraints},
  journal      = {CoRR},
  volume       = {abs/1611.01463},
  year         = {2016}
}

@article{DBLP:journals/jossac/YinH15,
  author       = {Libo Yin and
                  Liyan Han},
  title        = {Risk management for international portfolios with basket options:
                  {A} multi-stage stochastic programming approach},
  journal      = {J. Syst. Sci. Complex.},
  volume       = {28},
  number       = {6},
  pages        = {1279--1306},
  year         = {2015}
}

@incollection{DBLP:series/sci/AyusukS15,
  author       = {Apiwat Ayusuk and
                  Songsak Sriboonchitta},
  title        = {Risk, Return and International Portfolio Analysis: Entropy and Linear
                  Belief Functions},
  booktitle    = {Econometrics of Risk},
  series       = {Studies in Computational Intelligence},
  volume       = {583},
  pages        = {319--328},
  publisher    = {Springer},
  year         = {2015}
}

@article{DBLP:journals/eor/Smimou14,
  author       = {Kamal Smimou},
  title        = {International portfolio choice and political instability risk: {A}
                  multi-objective approach},
  journal      = {Eur. J. Oper. Res.},
  volume       = {234},
  number       = {2},
  pages        = {546--560},
  year         = {2014}
}

@article{DBLP:journals/jet/GeromichalosS14,
  author       = {Athanasios Geromichalos and
                  Ina Simonovska},
  title        = {Asset liquidity and international portfolio choice},
  journal      = {J. Econ. Theory},
  volume       = {151},
  pages        = {342--380},
  year         = {2014}
}

@article{DBLP:journals/aei/Bermudez-EdoNHHG13,
  author       = {Mar{\'{\i}}a Berm{\'{u}}dez{-}Edo and
                  Manuel Noguera and
                  Nuria Hurtado{-}Torres and
                  Mar{\'{\i}}a Visitaci{\'{o}}n Hurtado and
                  Jos{\'{e}} Luis Garrido},
  title        = {Analyzing a firm's international portfolio of technological knowledge:
                  {A} declarative ontology-based {OWL} approach for patent documents},
  journal      = {Adv. Eng. Informatics},
  volume       = {27},
  number       = {3},
  pages        = {358--365},
  year         = {2013}
}

@article{DBLP:journals/anor/YinH13,
  author       = {Libo Yin and
                  Liyan Han},
  title        = {Options strategies for international portfolios with overall risk
                  management via multi-stage stochastic programming},
  journal      = {Ann. Oper. Res.},
  volume       = {206},
  number       = {1},
  pages        = {557--576},
  year         = {2013}
}

@article{DBLP:journals/eor/TamizAJ13,
  author       = {Mehrdad Tamiz and
                  Rania A. Azmi and
                  Dylan F. Jones},
  title        = {On selecting portfolio of international mutual funds using goal programming
                  with extended factors},
  journal      = {Eur. J. Oper. Res.},
  volume       = {226},
  number       = {3},
  pages        = {560--576},
  year         = {2013}
}

@article{DBLP:journals/rda/AbidMW13,
  author       = {Fathi Abid and
                  Mourad Mroua and
                  Wing{-}Keung Wong},
  title        = {Should Americans invest internationally? Mean-variance portfolios
                  optimization and stochastic dominance approaches},
  journal      = {Risk Decis. Anal.},
  volume       = {4},
  number       = {2},
  pages        = {89--102},
  year         = {2013}
}

@article{DBLP:journals/asc/Ostermark12,
  author       = {Ralf {\"{O}}stermark},
  title        = {Incorporating asset growth potential and bear market safety switches
                  in international portfolio decisions},
  journal      = {Appl. Soft Comput.},
  volume       = {12},
  number       = {8},
  pages        = {2538--2549},
  year         = {2012}
}

@article{DBLP:journals/cms/FonsecaWR12,
  author       = {Raquel J. Fonseca and
                  Wolfram Wiesemann and
                  Ber{\c{c}} Rustem},
  title        = {Robust international portfolio management},
  journal      = {Comput. Manag. Sci.},
  volume       = {9},
  number       = {1},
  pages        = {31--62},
  year         = {2012}
}

@article{DBLP:journals/eor/FonsecaR12,
  author       = {Raquel J. Fonseca and
                  Ber{\c{c}} Rustem},
  title        = {International portfolio management with affine policies},
  journal      = {Eur. J. Oper. Res.},
  volume       = {223},
  number       = {1},
  pages        = {177--187},
  year         = {2012}
}

@phdthesis{DBLP:phd/ethos/Fonseca11,
  author       = {Raquel J. Fonseca},
  title        = {International portfolio management under uncertainty},
  school       = {Imperial College London, {UK}},
  year         = {2011}
}

@article{DBLP:journals/cma/Chen11b,
  author       = {Fen{-}Ying Chen},
  title        = {Analytical VaR for international portfolios with common jumps},
  journal      = {Comput. Math. Appl.},
  volume       = {62},
  number       = {8},
  pages        = {3066--3076},
  year         = {2011}
}

@article{DBLP:journals/scientometrics/Schubert11,
  author       = {Torben Schubert},
  title        = {Assessing the value of patent portfolios: an international country
                  comparison},
  journal      = {Scientometrics},
  volume       = {88},
  number       = {3},
  pages        = {787--804},
  year         = {2011}
}

@incollection{DBLP:reference/stat/Markowitz11,
  author       = {Harry M. Markowitz},
  title        = {Portfolio Theory},
  booktitle    = {International Encyclopedia of Statistical Science},
  pages        = {1078--1080},
  publisher    = {Springer},
  year         = {2011}
}

@inproceedings{DBLP:conf/asiams/KhalidjiZTMK09,
  author       = {Modjtaba Khalidji and
                  Mohammad Zeiaee and
                  Ali Taei and
                  Mohammad Reza Jahed{-}Motlagh and
                  Hamid Khaloozadeh},
  title        = {Dynamically Weighted Continuous Ant Colony Optimization for Bi-Objective
                  Portfolio Selection Using Value-at-Risk},
  booktitle    = {Asia International Conference on Modelling and Simulation},
  pages        = {230--235},
  publisher    = {{IEEE} Computer Society},
  year         = {2009}
}

@article{DBLP:journals/eor/TopaloglouVZ08,
  author       = {Nikolas Topaloglou and
                  Hercules Vladimirou and
                  Stavros A. Zenios},
  title        = {A dynamic stochastic programming model for international portfolio
                  management},
  journal      = {Eur. J. Oper. Res.},
  volume       = {185},
  number       = {3},
  pages        = {1501--1524},
  year         = {2008}
}

@article{DBLP:journals/mcs/ShareefM08,
  author       = {Riaz Shareef and
                  Michael McAleer},
  title        = {Modelling international tourism demand and uncertainty in Maldives
                  and Seychelles: {A} portfolio approach},
  journal      = {Math. Comput. Simul.},
  volume       = {78},
  number       = {2-3},
  pages        = {459--468},
  year         = {2008}
}

@article{DBLP:journals/orgsci/LavieM08,
  author       = {Dovev Lavie and
                  Stewart R. Miller},
  title        = {Alliance Portfolio Internationalization and Firm Performance},
  journal      = {Organ. Sci.},
  volume       = {19},
  number       = {4},
  pages        = {623--646},
  year         = {2008}
}

@inproceedings{DBLP:conf/euc/PanH08,
  author       = {Qiming Pan and
                  Xiaoxia Huang},
  title        = {Mean-Variance Model for International Portfolio Selection},
  booktitle    = {{EUC} {(2)}},
  pages        = {632--636},
  publisher    = {{IEEE} Computer Society},
  year         = {2008}
}

@inproceedings{DBLP:conf/iccS/LinJ07,
  author       = {Zefu Lin and
                  Jianyue Ji},
  title        = {The Portfolio Selection Model of Oil/Gas Projects Based on Real Option
                  Theory},
  booktitle    = {International Conference on Computational Science {(3)}},
  series       = {Lecture Notes in Computer Science},
  volume       = {4489},
  pages        = {945--952},
  publisher    = {Springer},
  year         = {2007}
}

@inproceedings{DBLP:conf/iccS/HagerS06,
  author       = {Svenja Hager and
                  Rainer Sch{\"{o}}bel},
  title        = {Deriving the Dependence Structure of Portfolio Credit Derivatives
                  Using Evolutionary Algorithms},
  booktitle    = {International Conference on Computational Science {(4)}},
  series       = {Lecture Notes in Computer Science},
  volume       = {3994},
  pages        = {340--347},
  publisher    = {Springer},
  year         = {2006}
}

@inproceedings{DBLP:conf/iccS/Janicki06,
  author       = {Aleksander Janicki},
  title        = {Computer Construction of Quasi Optimal Portfolio for Stochastic Models
                  with Jumps of Financial Markets},
  booktitle    = {International Conference on Computational Science {(4)}},
  series       = {Lecture Notes in Computer Science},
  volume       = {3994},
  pages        = {301--307},
  publisher    = {Springer},
  year         = {2006}
}

@inproceedings{DBLP:conf/iccS/FangW05,
  author       = {Yong Fang and
                  Shouyang Wang},
  title        = {A Fuzzy Index Tracking Portfolio Selection Model},
  booktitle    = {International Conference on Computational Science {(3)}},
  series       = {Lecture Notes in Computer Science},
  volume       = {3516},
  pages        = {554--561},
  publisher    = {Springer},
  year         = {2005}
}

@inproceedings{DBLP:conf/iccS/JanickiZ04,
  author       = {Aleksander Janicki and
                  Jakub Zwierz},
  title        = {Construction of Quasi Optimal Portfolio for Stochastic Models of Financial
                  Market},
  booktitle    = {International Conference on Computational Science},
  series       = {Lecture Notes in Computer Science},
  volume       = {3039},
  pages        = {803--810},
  publisher    = {Springer},
  year         = {2004}
}

@inproceedings{DBLP:conf/iccS/YuWWL04,
  author       = {Liyong Yu and
                  Shouyang Wang and
                  Yue Wu and
                  Kin Keung Lai},
  title        = {A Dynamic Stochastic Programming Model for Bond Portfolio Management},
  booktitle    = {International Conference on Computational Science},
  series       = {Lecture Notes in Computer Science},
  volume       = {3039},
  pages        = {876--883},
  publisher    = {Springer},
  year         = {2004}
}

@inproceedings{DBLP:conf/iccS/FangLW03,
  author       = {Yong Fang and
                  K. K. Lai and
                  Shouyang Wang},
  title        = {A Fuzzy Approach to Portfolio Rebalancing with Transaction Costs},
  booktitle    = {International Conference on Computational Science},
  series       = {Lecture Notes in Computer Science},
  volume       = {2658},
  pages        = {10--19},
  publisher    = {Springer},
  year         = {2003}
}

@inproceedings{DBLP:conf/iccS/Lari-LavassaniL03,
  author       = {Ali Lari{-}Lavassani and
                  Xun Li},
  title        = {Dynamic Mean Semi-variance Portfolio Selection},
  booktitle    = {International Conference on Computational Science},
  series       = {Lecture Notes in Computer Science},
  volume       = {2657},
  pages        = {95--104},
  publisher    = {Springer},
  year         = {2003}
}

@inproceedings{DBLP:conf/cifer/DVariSY00,
  author       = {Ron D'Vari and
                  Juan C. Sosa and
                  Kishore K. Yalamanchili},
  title        = {Multi-level risk-controlled sector optimization of domestic and international
                  fixed-income portfolios including conditional VaR},
  booktitle    = {CIFEr},
  pages        = {62--64},
  publisher    = {{IEEE}},
  year         = {2000}
}

@incollection{DBLP:books/el/95/Stulz95,
  author       = {Ren{\'{e}} M. Stulz},
  title        = {Chapter 6 International portfolio choice and asset pricing: An integrative
                  survey},
  booktitle    = {Finance},
  series       = {Handbooks in operations research and management science},
  volume       = {9},
  pages        = {201--223},
  publisher    = {Elsevier},
  year         = {1995}
}