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Evaluation of investment portfolios : some tests of robustness and diversification

Sengupta, Jati K. - In: Applied economics 19 (1987) 2, pp. 179-189

Persistent link: https://www.econbiz.de/10001047467

Tests of efficiency of limited diversification portfolios

Sengupta, Jati K. - In: Applied economics 17 (1985) 6, pp. 933-945

Persistent link: https://www.econbiz.de/10001047707

Nonparametric tests of efficiency of portfolio investment

Sengupta, Jati K. - In: Journal of economics 50 (1989) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10001080174

Efficiency tests for mutual fund portfolios

Sengupta, Jati K. - In: Applied financial economics 13 (2003) 12, pp. 849-856

Persistent link: https://www.econbiz.de/10001817128

Stochastic Optimization and Economic Models

Sengupta, Jati K. - 1986

I. Econometric Models and Optimal Economic Policy -- II. Stochastic Processes in Economic Models -- III. Recent Economic Models in Applied Optimal Control -- IV. Efficient Diversification in Optimal Portfolio Theory -- V. Portfolio Efficiency under Singularity and Orthogonality -- VI....

Persistent link: https://www.econbiz.de/10013520217

Stochastic optimization and economic models

Sengupta, Jati K. - 2010

Persistent link: https://www.econbiz.de/10009007355