Reza Keykhaei

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Multi-period mean-variance portfolio optimization in Markovian regime-switching markets with market path-dependent uncertain exit time Opsearch	2025-12-03	Paper
Portfolio optimization: a mean-variance approach for non-Markovian regime-switching markets Iranian Journal of Numerical Analysis and Optimization	2025-11-26	Paper
Portfolio optimization under regime-switching with market path-dependent returns Journal of Mathematical Modeling	2025-11-17	Paper
Mean-Variance portfolio optimization when each asset has individual uncertain exit-time Pakistan Journal of Statistics and Operation Research	2023-04-25	Paper
Static Mean-Variance portfolio optimization under general sources of uncertainty Pakistan Journal of Statistics and Operation Research	2023-04-25	Paper
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state and a state-dependent uncertain exit-time International Journal of Mathematics in Operational Research	2021-11-17	Paper
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market RAIRO - Operations Research	2019-11-20	Paper
A note on optimal portfolio corresponding to the CVaR ratio RAIRO - Operations Research	2018-08-08	Paper
Producing the tangency portfolio as a corner portfolio RAIRO - Operations Research	2014-02-24	Paper
Tangency portfolios in the lp solvable portfolio selection models RAIRO - Operations Research	2012-10-10	Paper
Tangency portfolios in the lp solvable portfolio selection models RAIRO - Operations Research	2012-10-10	Paper

Research outcomes over time

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