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Sparse portfolio selection via topological data analysis based clustering
Goel, Anubha; Filipović, Damir; Pasricha, Puneet - 2024
Persistent link: https://www.econbiz.de/10014485759
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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Scenario generation in stochastic programming using principal component analysis based on moment-matching approach
Chopra, Isha; Selvamuthu, Dharmaraja - In: Opsearch : journal of the Operational Research Society … 57 (2020) 1, pp. 190-201
Persistent link: https://www.econbiz.de/10012229936