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Issue Date | Title | Author(s) |
---|---|---|
2012 | HMM based scenario generation for an investment optimisation problem | Erlwein, C; Mitra, G; Roman, D |
2011 | Processing second-order stochastic dominance models using cutting-plane representations | Fabian, CI; Mitra, G; Roman, D |
2014 | An asset and liability management (ALM) model using integrated chance constraints | Hussin, SAS; Mitra, G; Roman, D |
2017 | Novel approaches for portfolio construction using second order stochastic dominance | Roman, D; Arbex Valle, C; Mitra, G |