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q-fin.PM2023★ 2 cited
A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market
Jaydip Sen, Arup Dasgupta, Partha Pratim Sengupta +1
This chapter presents a comparative study of the three portfolio optimization methods, MVP, HRP, and HERC, on the Indian stock market, particularly focusing on the stocks chosen fr…
q-fin.PM2022★ 9 cited
Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market
Jaydip Sen
A pair-trading strategy is an approach that utilizes the fluctuations between prices of a pair of stocks in a short-term time frame, while in the long-term the pair may exhibit a s…