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type_genre:"Mehrbändiges Werk"
~person:"Mitra, Gautam"
~person:"Stulz, René M."
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Portfolio management"
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Portfolio selection
20
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20
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4
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Mitra, Gautam
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79
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47
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37
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33
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23
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23
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ECONIS (ZBW)
20
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1
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20
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Date (oldest first)
1
Novel approaches for portfolio construction using second order stochastic dominance
Valle, Christiano Arbex
;
Roman, Diana
;
Mitra, Gautam
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10011710779
Saved in:
2
Robust optimization and portfolio selection : the cost of robustness
Gregory, Christine
;
Darby-Dowman, Ken
;
Mitra, Gautam
- In:
European journal of operational research : EJOR
212
(
2011
)
2
,
pp. 417-428
Persistent link: https://www.econbiz.de/10009010065
Saved in:
3
Investigating the effectiveness of robust portfolio optimization techniques
Guastaroba, Gianfranco
;
Mitra, Gautam
;
Speranza, Maria …
- In:
The journal of asset management
12
(
2011
)
4
,
pp. 260-280
Persistent link: https://www.econbiz.de/10009303988
Saved in:
4
Guest editorial: Asset and liability management/liability-driven investment for pension funds
Mitra, Gautam
;
Medova, Elena
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 71-72
Persistent link: https://www.econbiz.de/10008663159
Saved in:
5
Alternative decision models for liability-driven investment
Schwaiger, Katharina
;
Lucas, Cormac
;
Mitra, Gautam
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 178-193
Persistent link: https://www.econbiz.de/10008663607
Saved in:
6
Long-short portfolio optimization in the presence of discrete asset choice constraints and two risk measures
Kumar, Ritesh
;
Mitra, Gautam
;
Roman, Diana
- In:
Journal of risk
13
(
2010/11
)
2
,
pp. 71-100
Persistent link: https://www.econbiz.de/10008807862
Saved in:
7
Special issue: Asset and liability management/liability driven investment for pension funds
Mitra, Gautam
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10009128002
Saved in:
8
Kernel conditional quantile estimation for stationary processes with application to conditional value-at-risk
Wu, Wei Biao
;
Yu, Keming
;
Mitra, Gautam
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
2
,
pp. 253-270
Persistent link: https://www.econbiz.de/10003687936
Saved in:
9
Quadratic programming for portfolio planning : insights into algorithmic and computational issues part II ; processing of portfolio planning models with discrete constraints
Mitra, Gautam
;
Ellison, Frank
;
Scowcroft, Alan
- In:
The journal of asset management
8
(
2007/08
)
4
,
pp. 249-258
Persistent link: https://www.econbiz.de/10003579954
Saved in:
10
Quadratic programming for portfolio planning : insights into algorithmic and computational issues ; solving a family of QP models. Part I
Mitra, Gautam
;
Ellison, Frank
;
Scowcroft, Alan
- In:
The journal of asset management
8
(
2007/08
)
3
,
pp. 200-214
Persistent link: https://www.econbiz.de/10003543593
Saved in:
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