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Publications by N. Selvaraju

Growth Optimal Portfolio for Unobservable Markov-Modulated Markets

International Journal of Mathematics in Operational Research

Decision Sciences

English

Transient Analysis of a Queue Where Potential Customers Are Discouraged by Queue Length

Mathematical Problems in Engineering

English

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Portfolio Optimization With Unobservable Markov-Modulated Drift Process

Journal of Applied Probability

English

Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns

Journal of Economic Dynamics and Control

Applied Mathematics

English

Simulation-Based Optimal Portfolio Selection Strategy—Evidence From Asian Markets

Applied Economics and Finance

English

Optimal Hedging in Carbon Emission Markets Using Markov Regime Switching Models

Journal of International Financial Markets, Institutions and Money

English

Exit Problems for Reflected Markov-Modulated Brownian Motion

Journal of Applied Probability

English

Approximating the Growth Optimal Portfolio With a Diversified World Stock Index

Journal of Risk Finance

English

Markov-Modulated Single-Server Queueing Systems

Journal of Applied Probability

English

Barrier Option Pricing for Assets With Markov-Modulated Dividends

Journal of Computational Finance

Applied Mathematics

Computer Science Applications

English

Portfolio Optimization in Secondary Spectrum Markets

English