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pro vyhledávání: '"Swain, Pulak"'
Autor:
Swain, Pulak, Ojha, Akshay Kumar
In this paper, we derive the feasibility conditions for the robust counterparts of the uncertain Markowitz model. Our study is based on ellipsoidal, box, polyhedral uncertainty sets and also the uncertainty sets obtained from their combinations. We w
Externí odkaz:
http://arxiv.org/abs/2311.04609
Autor:
Swain, Pulak, Ojha, Akshay Kumar
In this paper, we discuss the ambiguous chance constrained based portfolio optimization problems, in which the perturbations associated with the input parameters are stochastic in nature, but their distributions are not known precisely. We consider t
Externí odkaz:
http://arxiv.org/abs/2311.04598
Autor:
Swain, Pulak, Ojha, Akshay Kumar
In this paper, we consider the chance constrained based uncertain portfolio optimization problem in which the uncertain parameters are stochastic in nature. The primary goal of the work is to formulate the uncertain problem into a deterministic model
Externí odkaz:
http://arxiv.org/abs/2311.04577
Autor:
ELINA, B.1 elina.2294@gmail.com, SWAIN, PULAK2 pulakswain1994@gmail.com, MISRA, SATYA KR.3 satyamisra05@gmail.com, BHATTACHARJEE, SUBARNA1 subarna.bhatt@gmail.com
Publikováno v:
Reliability: Theory & Applications. Sep2024, Vol. 19 Issue 3, p132-143. 12p.
Autor:
SWAIN, PULAK1 pulakswain1994@gmail.com, BHATTACHARJEE, SUBARNA2 subarna.bhatt@gmail.com, MISRA, SATYA KR.3 satyamisra05@gmail.com
Publikováno v:
Reliability: Theory & Applications. Dec2021, Vol. 16 Issue 4, p275-285. 11p.
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