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Reza Keykhaei
ORCID
Publication Activity (10 Years)
Years Active: 2012-2021
Publications (10 Years): 4
Top Topics
Multi Period
Nonparametric Estimation
Planning Horizon
Portfolio Selection
Top Venues
RAIRO Oper. Res.
Int. J. Math. Oper. Res.
Oper. Res.
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Publications
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Reza Keykhaei
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state and a state-dependent uncertain exit-time.
Int. J. Math. Oper. Res.
18 (3) (2021)
Reza Keykhaei
Portfolio selection in a regime switching market with a bankruptcy state and an uncertain exit-time: multi-period mean-variance formulation.
Oper. Res.
20 (3) (2020)
Reza Keykhaei
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market.
RAIRO Oper. Res.
53 (4) (2019)
Reza Keykhaei
A note on optimal portfolio corresponding to the CVaR ratio.
RAIRO Oper. Res.
51 (4) (2017)
Reza Keykhaei
,
Mohamad Taghi Jahandideh
Producing the tangency portfolio as a corner portfolio.
RAIRO Oper. Res.
47 (3) (2013)
Reza Keykhaei
,
Mohamad Taghi Jahandideh
Tangency portfolios in the LP solvable portfolio selection models.
RAIRO Oper. Res.
46 (2) (2012)