Reza Keykhaei

Available identifiers

zbMath Open keykhaei.rezaMaRDI QIDQ2664613

List of research outcomes

Publication	Date of Publication	Type
Mean-Variance portfolio optimization when each asset has individual uncertain exit-time	2023-04-25	Paper
Static Mean-Variance portfolio optimization under general sources of uncertainty	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	2021-11-17	Paper
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market	2019-11-20	Paper
A note on optimal portfolio corresponding to the CVaR ratio	2018-08-08	Paper
Producing the tangency portfolio as a corner portfolio	2014-02-24	Paper
Tangency portfolios in the lp solvable portfolio selection models	2012-10-10	Paper

Research outcomes over time

This page was built for person: Reza Keykhaei