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Milan Kumar Das
ORCID
Publication Activity (10 Years)
Years Active: 2018-2022
Publications (10 Years): 2
Top Topics
Portfolio Optimization
Risk Sensitive
Weighted Sum
Diffusion Model
Top Venues
Oper. Res.
SIAM J. Control. Optim.
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Publications
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Milan Kumar Das
,
Henghsiu Tsai
,
Ioannis Kyriakou
,
Gianluca Fusai
Technical Note - On Matrix Exponential Differentiation with Application to Weighted Sum Distributions.
Oper. Res.
70 (4) (2022)
Milan Kumar Das
,
Anindya Goswami
,
Nimit Rana
Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes.
SIAM J. Control. Optim.
56 (2) (2018)