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Publications by Ajeet Jain
Is S&P100 Index a Mean-Variance Efficient Portfolio?
International Journal of Financial Research
Finance
Business
Economics
International Management
Accounting
Econometrics
Related publications
On the Estimation Error in Mean-Variance Efficient Portfolio Weights
SSRN Electronic Journal
Characteristic-Based Mean-Variance Portfolio Choice
Journal of Banking and Finance
Economics
Econometrics
Finance
Convex Duality in Constrained Mean-Variance Portfolio Optimization
Advances in Applied Probability
Applied Mathematics
Statistics
Probability
Theoretical and Empirical Estimates of Mean–variance Portfolio Sensitivity
European Journal of Operational Research
Information Systems
Simulation
Management Science
Management
Computer Science
Modeling
Operations Research
Time-Consistent Mean–variance Portfolio Optimization: A Numerical Impulse Control Approach
Insurance: Mathematics and Economics
Uncertainty
Economics
Statistics
Econometrics
Probability
Mean-Variance Portfolio Selection With Random Parameters in a Complete Market
Mathematics of Operations Research
Management Science
Computer Science Applications
Operations Research
Mathematics
Static Mean-Variance Portfolio Optimization Under General Sources of Uncertainty
Pakistan Journal of Statistics and Operation Research
Statistics
Probability
Uncertainty
Simulation
Management Science
Modeling
Operations Research
Multi-Period Mean-Variance Portfolio Optimization With Markov Switching Parameters
Sba: Controle & Automação Sociedade Brasileira de Automatica
The Research of Discrete Mean - Variance Portfolio Problem With Time-Delay
Mathematics and Computer Science
