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Mean-risk models using two risk measures : a multi-objective approach

Roman, Diana; Darby-Dowman, Kenneth; Mitra, Gautam - In: Quantitative fund management, (pp. 393-423). 2009

Persistent link: https://www.econbiz.de/10003797023

Extending algebraic modelling languages for stochastic programming

Valente, Christian; Mitra, Gautam; Sadki, Mustapha; … - In: INFORMS journal on computing : JOC 21 (2009) 1, pp. 107-122

Persistent link: https://www.econbiz.de/10003896676

Robust solutions and risk measures for a supply chain planning problem under uncertainty

Poojari, C. A.; Lucas, Cormac; Mitra, Gautam - In: Journal of the Operational Research Society : OR 59 (2008) 1, pp. 2-12

Persistent link: https://www.econbiz.de/10003698657

Quadratic programming for portfolio planning : insights into algorithmic and computational issues part II ; processing of portfolio planning models with discrete constraints

Mitra, Gautam; Ellison, Frank; Scowcroft, Alan - In: The journal of asset management 8 (2007/08) 4, pp. 249-258

Persistent link: https://www.econbiz.de/10003579954

Quadratic programming for portfolio planning : insights into algorithmic and computational issues ; solving a family of QP models. Part I

Mitra, Gautam; Ellison, Frank; Scowcroft, Alan - In: The journal of asset management 8 (2007/08) 3, pp. 200-214

Persistent link: https://www.econbiz.de/10003543593

Asset and liability management handbook

Mitra, Gautam (ed.) - 2011

Persistent link: https://www.econbiz.de/10008657110

Reflecting on contemporary theories in finance : understanding turmoil in financial markets

Brown, Stephen J.; Subrahmanyam, Avanidhar; Mitra, Gautam; … - In: Decision 37 (2010) 1, pp. 5-19

Persistent link: https://www.econbiz.de/10008657238

The handbook of news analytics in finance

Mitra, Gautam (ed.) - 2011

Applications of news analytics in finance : a review / Leela Mitra and Gautam Mitra -- News analytics : framework, techniques, and metrics / Sanjiv R. Das -- Managing real-time risks and returns : the Thomson Reuters NewsScope event indices / Alexander D. Healy and Andrew W. Lao -- Measuring the...

Persistent link: https://www.econbiz.de/10009007336

Robust optimization and portfolio selection : the cost of robustness

Gregory, Christine; Darby-Dowman, Ken; Mitra, Gautam - In: European journal of operational research : EJOR 212 (2011) 2, pp. 417-428

Persistent link: https://www.econbiz.de/10009010065

Macroeconomic variables and stock price

Tripathy, Tapas Kumar; Gautam, Mitra - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 2, pp. 19-28

Persistent link: https://www.econbiz.de/10011487926