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Single asset optimal trading strategies with stochastic dominance constraints
Khemchandani, Reshma; Bhardwaj, Avikant; Chandra, Suresh - In: Optimization models with economic and game theoretic …, (pp. 211-228). 2016
Persistent link: https://www.econbiz.de/10011533556
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Financial analysis based sectoral portfolio optimization under second order stochastic dominance
Sharma, Amita; Mehra, Aparna; Delgado-Gómez, David - In: Applied mathematical optimization and modelling (APMOD 2014), (pp. 171-197). 2017
Persistent link: https://www.econbiz.de/10011738047
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Analyzing contagion effect in markets during financial crisis using stochastic autoregressive canonical vine model
Goel, Anubha; Mehra, Aparna - In: Computational economics 53 (2019) 3, pp. 921-950
Persistent link: https://www.econbiz.de/10012135103