Subhojit Biswas

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Person:3383683



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
Portfolio optimization managing value at risk under heavy tail return, using stochastic maximum principle
Stochastic Analysis and Applications
2021-12-16Paper


Research outcomes over time


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