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Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework

Mondal, Dipankar; Selvaraju, N. - In: OR spectrum : quantitative approaches in management 44 (2022) 1, pp. 225-248

Persistent link: https://www.econbiz.de/10013172692

Upside beta ratio : a performance measure for potential-seeking investors

Mondal, Dipankar; Selvaraju, N. - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10012270941

A note on a mean-lower partial moment CAPM without risk-free asset

Mondal, Dipankar; Selvaraju, N. - In: Operations research letters 47 (2019) 4, pp. 264-269

Persistent link: https://www.econbiz.de/10012103261

Benchmark approach for defaultable claims under partial information

Raju, I. Venkat Appal; Selvaraju, N. - In: International journal of financial engineering and risk … 1 (2013) 2, pp. 170-192

Persistent link: https://www.econbiz.de/10010197913

Performance evaluation and stock allocation in capacitated serial supply systems

Gupta, Diwakar; Selvaraju, N. - In: Manufacturing & service operations management : M & SOM 8 (2006) 2, pp. 169-191

Persistent link: https://www.econbiz.de/10007276888

Performance Evaluation and Stock Allocation in Capacitated Serial Supply Systems

Gupta, Diwakar; Selvaraju, N. - In: Manufacturing & Service Operations Management 8 (2006) 2, pp. 169-191

We develop an approximation scheme for performance evaluation of serial supply systems when each stage operates like a single-server queue, and its planned inventories are managed according to a base-stock policy. We also present a near-exact matrix-geometric procedure for benchmarking our...

Persistent link: https://www.econbiz.de/10009218738

Exact transient solution of a state-dependent queue in discrete time

Parthasarathy, P.R.; Selvaraju, N. - In: Operations research letters 28 (2001) 5, pp. 243-248

Persistent link: https://www.econbiz.de/10006832059

Impatient customers in an M/M/1 queue with single and multiple working vacations

Selvaraju, N.; Goswami, Cosmika - In: Computers & industrial engineering : CAIE ; an … 65 (2013) 2, pp. 207-215

Persistent link: https://www.econbiz.de/10010108151