Hasanjan Sayit

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 2

Top Topics

Systems Require

Portfolio Selection

Portfolio Optimization

Mixture Modeling

Top Venues

Ann. Oper. Res.

J. Appl. Probab.

Publications

Nuerxiati Abudurexiti, Kai He, Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit, Ruoyu Sun
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models. Ann. Oper. Res. 336 (1-2) (2024)
Christian Bender, Mikko S. Pakkanen, Hasanjan Sayit
Sticky Continuous Processes have Consistent Price Systems. J. Appl. Probab. 52 (2) (2015)