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Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Kumar, Dilip - In: IIMB management review 26 (2014) 1, pp. 5-16
Persistent link: https://www.econbiz.de/10010383433
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On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 279 (2019) 2, pp. 296-307
Persistent link: https://www.econbiz.de/10012110699
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Discrete multi-module capacitated lot-sizing problems with multiple items
Kulkarni, Kartik; Bansal, Manish - In: Operations research letters 50 (2022) 2, pp. 168-175
Persistent link: https://www.econbiz.de/10013192673
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Second order duality for nondifferentiable multiobjective programming problem involving (F, α, ρ, d)-V-type I functions
Jayswal, Anuarg; Kumar, Dilip; Kumar, Rajnish - In: Optimization letters 4 (2010) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10003958315
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Are major global stock markets efficient? : an application of the martingale difference hypothesis with wild bootstrap
Kumar, Dilip; Maheswaran, Srinivasan - In: American journal of finance and accounting 3 (2013/14) 2/4, pp. 217-233
Persistent link: https://www.econbiz.de/10010403610
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Small sample properties of non-parametric tests of the martingale hypothesis
Kumar, Dilip; Maheshwaran, S. - In: Finance India : the quarterly journal of Indian … 28 (2014) 1, pp. 17-36
Persistent link: https://www.econbiz.de/10010406355
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On detecting sudden changes in the unconditional volatility of a time series
Kumar, Dilip - In: Theoretical economics letters 6 (2016) 2, pp. 256-261
Persistent link: https://www.econbiz.de/10011545581
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Weighted bootstrap approach for the variance ratio tests : a test of market efficiency
Kumar, Dilip - In: Theoretical economics letters 6 (2016) 3, pp. 426-431
Persistent link: https://www.econbiz.de/10011546643
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Opening noise in the Indian stock market : analysis at individual stock level
Zargar, Faisal Nazir; Kumar, Dilip - In: Theoretical economics letters 9 (2019) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10012005211
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Informational inefficiency of Bitcoin : a study based on high-frequency data
Zargar, Faisal Nazir; Kumar, Dilip - In: Research in international business and finance 47 (2019), pp. 344-353
Persistent link: https://www.econbiz.de/10012135746