Similar Search Results - EconBiz

Enhanced Corporate Bond Yield Modelling Incorporating Macroeconomic News Sentiment

Cai, Zhixin - 2019

In this study, we introduce a new method of assessing the credit risk of corporate bonds; where in addition to the historical market data news sentiment data is used. Typically, a higher yield spread is usually associated with higher credit risk. By predicting the upward/downward movement of...

Persistent link: https://www.econbiz.de/10012868269

Applied mathematical programming and modelling

Mitra, Gautam (contributor) - 2003

Persistent link: https://www.econbiz.de/10004792459

Asset and liability management handbook

Mitra, Gautam (contributor); … - 2011

Persistent link: https://www.econbiz.de/10008985353

The handbook of news analytics in finance

Mitra, Gautam (contributor) - 2011

Persistent link: https://www.econbiz.de/10009006222

Strategies for Creating Advanced Bases for Large-Scale Linear Programming Problems

Maros, István; Mitra, Gautam - In: INFORMS journal on computing : JOC 10 (1998) 2, pp. 248

Persistent link: https://www.econbiz.de/10007126059

Adapting on-line analytical processing for decision modelling: the interaction of information and decision technologies

Koutsoukis, Nikitas-Spiros; Mitra, Gautam; Lucas, Cormac - In: Decision support systems : DSS ; the international journal 26 (1999) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10006193466

A prototype decision support system for strategic planning under uncertainty

Koutsoukis, Nikitas-Spiros; Dominguez-Ballesteros, Belen; … - In: International journal of physical distribution & … 30 (2000) 7-8, pp. 640-660

Persistent link: https://www.econbiz.de/10005955391

Robust optimization and portfolio selection: The cost of robustness

Gregory, Christine; Darby-Dowman, Ken; Mitra, Gautam - In: European journal of operational research : EJOR 212 (2011) 2, pp. 417-429

Persistent link: https://www.econbiz.de/10008927224

Quadratic programming for portfolio planning : insights into algorithmic and computational issues ; solving a family of QP models. Part I

Mitra, Gautam; Ellison, Frank; Scowcroft, Alan - In: The journal of asset management 8 (2007/08) 3, pp. 200-214

Persistent link: https://www.econbiz.de/10009870986

Quadratic programming for portfolio planning : insights into algorithmic and computational issues part II ; processing of portfolio planning models with discrete constraints

Mitra, Gautam; Ellison, Frank; Scowcroft, Alan - In: The journal of asset management 8 (2007/08) 4, pp. 249-258

Persistent link: https://www.econbiz.de/10009870993

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