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Nonparametric inference of discretely sampled stable Lévy processes
Zhao, Zhibiao; Wu, Wei Biao - In: Journal of econometrics 153 (2009) 1, pp. 83-92
Persistent link: https://www.econbiz.de/10003892656
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Unit root testing for functionals of linear processes
Wu, Wei Biao - In: Econometric theory 22 (2006) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10003272604
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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
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Hidden Markov models for financial optimization problems
Roman, Diana; Mitra, Gautam; Spagnolo, Nicola - In: IMA journal of management mathematics 21 (2010) 2, pp. 111-129
Persistent link: https://www.econbiz.de/10003984220
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Extending algebraic modelling languages for stochastic programming
Valente, Christian; Mitra, Gautam; Sadki, Mustapha; … - In: INFORMS journal on computing : JOC 21 (2009) 1, pp. 107-122
Persistent link: https://www.econbiz.de/10003896676
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Robust solutions and risk measures for a supply chain planning problem under uncertainty
Poojari, C. A.; Lucas, Cormac; Mitra, Gautam - In: Journal of the Operational Research Society : OR 59 (2008) 1, pp. 2-12
Persistent link: https://www.econbiz.de/10003698657
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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
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Asset liability management using stochastic programming
Pribhai, Mehndi; Mitra, Gautam; Kyriakis, Triphonas - In: Asset and liability management tools, (pp. 295-308). 2003
Persistent link: https://www.econbiz.de/10002169392