2 citations · 5 across the 5 of their papers we have counts for
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q-fin.PM2017★ 1 cited
Dynamic optimization of a portfolio
Oleg Malafeyev, Achal Awasthi
In this paper, we consider the problem of optimization of a portfolio consisting of securities. An investor with an initial capital, is interested in constructing a portfolio of se…
q-fin.CP2017★ 2 cited
Random walks and market efficiency in Chinese and Indian equity markets
Oleg Malafeyev, Achal Awasthi, Kaustubh S. Kambekar
Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day…