Arti Singh
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Person:2408893
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics International Transactions in Operational Research | 2023-11-17 | Paper |
| Optimal portfolio execution under cointegrated vector autoregressive systems Optimization | 2017-12-15 | Paper |
| Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics Mathematical Methods of Operations Research | 2017-10-10 | Paper |
Research outcomes over time
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