Arti Singh

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics
International Transactions in Operational Research
2023-11-17Paper
Optimal portfolio execution under cointegrated vector autoregressive systems
Optimization
2017-12-15Paper
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Mathematical Methods of Operations Research
2017-10-10Paper


Research outcomes over time


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