Roman, D., Maasar, M. and Date, P. (2020) 'Risk Minimisation Using Options and Risky Assets'. Operational Research: An International Journal, 22 (1). pp. 485 - 506. ISSN: 1109-2858 Open Access Link

Alwohaibi, M. and Roman, D. (2018) 'ALM models based on second order stochastic dominance'. Computational Management Science, 15 (2). pp. 187 - 211. ISSN: 1619-697X Open Access Link

Roman, D., Arbex Valle, C. and Mitra, G. (2017) 'Novel Approaches for Portfolio Construction using Second Order Stochastic Dominance'. Computational Management Science, 14 (2). pp. 257 - 280. ISSN: 1619-697X Open Access Link

Maasar, MA., Roman, D. and Date, P. (2016) 'Portfolio optimisation using risky assets with options as derivative insurance'. OpenAccess Series in Informatics. pp. 9.1 - 9.17. ISSN: 2190-6807 Open Access Link

Hussin, SAS., Mitra, G. and Roman, D. (2015) 'An asset and liability management (ALM) model using integrated chance constraints'.INTERNATIONAL CONFERENCE ON QUANTITATIVE SCIENCES AND ITS APPLICATIONS (ICOQSIA 2014): Proceedings of the 3rd International Conference on Quantitative Sciences and Its Applications. Kedah, MALAYSIA. 17 - 14 August. AIP Publishing LLC. pp. 558 - 565. ISSN: 0094-243X Open Access Link

Date, P., Ponomareva, K. and Roman, D. (2014) 'An algorithm for moment-matching scenario generation with application to financial portfolio optimization'. European Journal of Operational Research, 240 (3). pp. 678 - 687. ISSN: 0377-2217 Open Access Link

Roman, D., Mitra, G. and Zverovich, V. (2013) 'Enhanced indexation based on second-order stochastic dominance'. European Journal of Operational Research, 228 (1). pp. 273 - 281. ISSN: 0377-2217 Open Access Link

Erlwein, C., Mitra, G. and Roman, D. (2012) 'HMM based scenario generation for an investment optimisation problem'. Annals of Operations Research, 193 (1). pp. 173 - 192. ISSN: 0254-5330 Open Access Link

Erlwein, C., Mitra, G. and Roman, D. (2012) 'HMM based scenario generation for an investment optimisation problem'. Annals of Operations Research, 193 (1). pp. 173 - 192. ISSN: 0254-5330 Open Access Link

Fábián, CI., Mitra, G. and Roman, D. (2011) 'Processing second order stochastic dominance models using cutting plane representations'. Mathematical Programming, 130 (1). pp. 33 - 37. ISSN: 0025-5610 Open Access Link

Fábián, CI., Mitra, G. and Roman, D. (2011) 'Processing second-order stochastic dominance models using cutting-plane representations'. Mathematical Programming, 130 (1). pp. 33 - 57. ISSN: 0025-5610 Open Access Link

Fabian, C., Mitra, G., Roman, D. and Zverovich, V. (2011) 'An enhanced model for portfolio choice with SSD criteria: A constructive approach'. Quantitative Finance, 11 (10). pp. 1525 - 1534. ISSN: 1469-7688

Fabian, CI., Mitra, G., Roman, D., Zverovich, V., Vajnai, T., Csizmas, E. and Papp, O. et al. (2011) 'Portfolio choice models based on second-order stochastic dominance measures: An overview and a computational study', in Bertocchi, M., Consigli, G. and Dempster, MAH. (eds.) Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies. London : Springer. , 163. pp. 441 - 470. ISBN 10: 1441995854. ISBN 13: 978-1-4419-9585-8.

Hussin, SS., Roman, D., Mitra, G. and Ahmad, WKW. (2011) 'Comparison of employees provident funds in Malaysia, Sri Lanka, India and Thailand', in Mitra, G. and Schwaiger, K. (eds.) Asset and Liability Management Handbook. Palgrave. ISBN 10: 0230277799. ISBN 13: 978-0230277793.

Kumar, R., Mitra, G. and Roman, D. (2010) 'Long–short portfolio optimization in the presence of discrete asset choice constraints and two risk measures'. Journal of Risk, 13 (2). pp. 71 - 100. ISSN: 1465-1211

Roman, D., Mitra, G. and Spagnolo, N. (2010) 'Hidden Markov models for financial optimization problems'. IMA Journal of Management Mathematics, 21 (2). pp. 111 - 129. ISSN: 1471-678X Open Access Link

Roman, D. and Mitra, G. (2009) 'Portfolio selection models: a review and new directions'. Wilmott Journal, 1 (2). pp. 69 - 85. ISSN: 1759-6351 Open Access Link

Fábián, CI., Mitra, G. and Roman, D. (2009) 'Processing second-order stochastic dominance models using cutting-plane representations'. Mathematical Programming. pp. 1 - 25. ISSN: 0025-5610

Roman, D., Darby-Dowman, K. and Mitra, G. (2007) 'Mean-risk models using two risk measures: a multi-objective approach'. Quantitative Finance, 7 (4). pp. 443 - 458. ISSN: 1469-7688 Open Access Link

Roman, D., Darby-Dowman, K. and Mitra, G. (2006) 'Portfolio construction based on stochastic dominance and target return distributions'. Mathematical Programming, 108 (2-3). pp. 541 - 569. ISSN: 0025-5610