Arti Singh

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Publications (3)

• Optimal portfolio trading subject to stochastic dominance constraints under second-order autoregressive price dynamics
  International Transactions in Operational Research 2020 DOI: 10.1111/itor.12435
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• Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
  Mathematical Methods of Operations Research 2017 DOI: 10.1007/s00186-017-0582-4
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• Optimal portfolio execution under cointegrated vector autoregressive systems
  Optimization 2017 DOI: 10.1080/02331934.2017.1287911
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