1. Adame-García MV, Rodríguez FF, Sosvilla Rivero S (2015) Portfolios in the Ibex 35 index: alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context. Documentos de Trabajo del Instituto Complutense de Análisis Económico (ICAE) 1(7):1–33
2. Black F, Litterman R (1992) Global portfolio optimization. Financ Anal J 48(5):28–43
3. Brandimarte P (2002) Numerical methods in finance a MATLAB-based introduction. Wiley, New York
4. Cai XQ, Teo KL, Yang XQ, Zhou XY (2000) Portfolio optimization under a minimax rule. Manag Sci 46:957–972
5. Çetin N, Göktas Ü (2009) An excel solver model for a blending type optimization problem in mining with quadratic programming. Proceedings of the first International Symposium on Sustainable Development, pp 364–368