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Minimizing conditional-value-at-risk for stochastic scheduling problems
Sarin, Subhash Chander; Sherali, Hanif D.; Liao, Lingrui - In: Journal of scheduling 17 (2014) 1, pp. 5-15
Persistent link: https://www.econbiz.de/10010252032
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Multiple asymmetric traveling salesmen problem with and without precedence constraints : performance comparison of alternative formulations
Sarin, Subhash Chander; Sherali, Hanif D.; Judd, Jason D.; … - In: Computers & operations research : and their … 51 (2014), pp. 64-89
Persistent link: https://www.econbiz.de/10010408904
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Single-commodity flow-based formulations and accelerated benders algorithms for the high-multiplicity asymmetric traveling salesman problem and its extensions
Aguayo, Maichel M.; Sarin, Subhash Chander; Sherali, … - In: Journal of the Operational Research Society 69 (2018) 5, pp. 734-746
Persistent link: https://www.econbiz.de/10012225871
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Are momentum profits driven by the cross-sectional dispersion in expected stock returns?
Bhootra, Ajay - In: Journal of financial markets 14 (2011) 3, pp. 494-513
Persistent link: https://www.econbiz.de/10009261755
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On the role of intangible information and capital gains taxes in long-term return reversals
Bhootra, Ajay - In: Financial management 42 (2013) 3, pp. 537-573
Persistent link: https://www.econbiz.de/10010211237
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Momentum and the Halloween Indicator : evidence of a new seasonal pattern in momentum returns
Bhootra, Ajay - In: Finance research letters 31 (2019), pp. 26-31
Persistent link: https://www.econbiz.de/10012420974
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Another look at anchoring and stock return predictability
Bhootra, Ajay - In: Finance research letters 25 (2018), pp. 259-265
Persistent link: https://www.econbiz.de/10012003557
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Predicting returns using moving averages : the role of investor inattention
Bhootra, Ajay - In: Managerial finance 50 (2024) 6, pp. 1066-1088
Persistent link: https://www.econbiz.de/10015049164
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Gross profitability and momentum
Bhootra, Ajay - In: Managerial Finance 44 (2018) 8, pp. 992-1011
Purpose: The purpose of this paper is to examine the combined performance of momentum and a gross profitability-based strategy. The motivation stems from the strong performance of momentum on the short side and profitability on the long side, suggesting a potentially superior combined strategy....
Persistent link: https://www.econbiz.de/10012078281
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Two Essays on Momentum and Reversals in Stock Returns
Bhootra, Ajay - 2008
This dissertation consists of two essays. In the first essay, I examine the source of momentum in stock returns. The reversal of momentum returns has been interpreted as evidence that momentum results from delayed overreaction to information. I examine momentum and reversals conditional on...
Persistent link: https://www.econbiz.de/10009433865