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How the pandemic taught us to turn smart beta into real alpha
Kantos, Christopher; Di Bartolomeo, Dan - In: The journal of asset management 21 (2020) 7, pp. 581-590
Persistent link: https://www.econbiz.de/10012421070
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Generating Alpha using NLP Insights and Machine Learning
Salas Najera, Carlos; Kantos, Christopher - 2022
The authors provide a comprehensive picture of the importance of Natural Language Processing (NLP) and its significant potential to enhance investment strategies, with particular focus on comparing classifiers using conference call transcripts with multiple NLP approaches such as...
Persistent link: https://www.econbiz.de/10014236706
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A review of portfolio planning: models and systems
Mitra, Gautam - In: Advances in portfolio construction and implementation, (pp. 1-39). 2003
Persistent link: https://www.econbiz.de/10001771091
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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
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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
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Guest editorial: Asset and liability management/liability-driven investment for pension funds
Mitra, Gautam; Medova, Elena - In: The journal of asset management 11 (2010/11) 2/3, pp. 71-72
Persistent link: https://www.econbiz.de/10008663159
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Alternative decision models for liability-driven investment
Schwaiger, Katharina; Lucas, Cormac; Mitra, Gautam - In: The journal of asset management 11 (2010/11) 2/3, pp. 178-193
Persistent link: https://www.econbiz.de/10008663607
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Long-short portfolio optimization in the presence of discrete asset choice constraints and two risk measures
Kumar, Ritesh; Mitra, Gautam; Roman, Diana - In: Journal of risk 13 (2010/11) 2, pp. 71-100
Persistent link: https://www.econbiz.de/10008807862
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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
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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