Optimal Allocation to Stocks in a Model with Nonlinear Dynamics from the Dividend-Price Ratio
By Anindo Sarkar, Fabrizio Ghezzi, Allan Timmermann, Thomas Pedersen
Annals of Operations Research | October 2024
Annals of Operations Research | October 2024
Citation
Sarkar, Anindo., Ghezzi, Fabrizio., Timmermann, Allan., Pedersen, Thomas. Optimal Allocation to Stocks in a Model with Nonlinear Dynamics from the Dividend-Price Ratio Annals of Operations Research link.springer.com/article/10.1007/s10479-024-06332-7.
Copyright
Annals of Operations Research, 2024
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Anindo is an Assistant Professor in the Finance area at the Indian School of Business. Prior to the PhD, Anindo received an MBA from Indian Institute of Management, Ahmedabad in 2016 and BTech (Hons.)in Mechanical Engineering from Indian Institute of Technology, Kharagpur in 2013.
Anindo Sarkar