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Scopus Author ID: 57193256622

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Works (3)

Optimal portfolio trading subject to stochastic dominance constraints under second-order autoregressive price dynamics

International Transactions in Operational Research
2020 | Journal article
DOI: 10.1111/itor.12435
EID:

2-s2.0-85025111001

Part of ISSN: 14753995 09696016
Contributors: Singh, A.; Dharmaraja, S.
Source: Self-asserted source
Arti Singh via Scopus - Elsevier

Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics

Mathematical Methods of Operations Research
2017 | Journal article
DOI: 10.1007/s00186-017-0582-4
EID:

2-s2.0-85014693739

Part of ISSN: 14325217 14322994
Contributors: Singh, A.; Selvamuthu, D.
Source: Self-asserted source
Arti Singh via Scopus - Elsevier

Optimal portfolio execution under cointegrated vector autoregressive systems

Optimization
2017 | Journal article
DOI: 10.1080/02331934.2017.1287911
EID:

2-s2.0-85012083505

Part of ISSN: 10294945 02331934
Contributors: Singh, A.
Source: Self-asserted source
Arti Singh via Scopus - Elsevier
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