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Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
Keykhaei, Reza - In: RAIRO / Operations research 53 (2019) 4, pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
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Producing the tangency portfolio as a corner portfolio
Keykhaei, Reza; Jahandideh, Mohamad Taghi - In: RAIRO / Operations research 47 (2013) 3, pp. 311-320
Persistent link: https://www.econbiz.de/10010493375
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A note on optimal portfolio corresponding to the CVaR ratio
Keykhaei, Reza - In: RAIRO / Operations research 51 (2017) 4, pp. 921-930
Persistent link: https://www.econbiz.de/10011859070
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Tangency portfolios in the LP solvable portfolio selection models
Keykhaei, Reza; Jahandideh, Mohamad Taghi - In: RAIRO / Operations research 46 (2012) 2, pp. 149-158
Persistent link: https://www.econbiz.de/10010222525