Subhojit Biswas

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Stationary Distribution

Extreme Value Theory

Investment Strategies

Top Venues

Int. J. Math. Model. Numer. Optimisation

Publications

Subhojit Biswas, Diganta Mukherjee
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution. Int. J. Math. Model. Numer. Optimisation 10 (4) (2020)