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MAXIMUM ENTROPY IN APPLIED ECO...
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stochastic processes
economic models
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SENGUPTA, J.K.
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NONPARAMETRIC TESTS OF PORTFOLIO EFFICIENCY UNDER STATIC AND DYNAMIC CONDITIONS.
DUMAS, E.B.
;
SENGUPTA, J.K.
-
1989
Persistent link: https://www.econbiz.de/10005776914
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EVALUATING DYNAMIC EFFICIENCY BY OPTIMAL CONTROL.
SENGUPTA, J.K.
-
1990
Persistent link: https://www.econbiz.de/10005631292
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PORTFOLIO EFFICIENCY TESTS BASED ON STOCHASTIC DOMINANCE AND COINTEGRATION.
SENGUPTA, J.K.
;
PARK, H.S.
-
1990
Persistent link: https://www.econbiz.de/10005664081
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