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Reza Keykhaei

Orcid: 0000-0001-8723-7155

According to our database1, Reza Keykhaei authored at least 6 papers between 2012 and 2021.

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Bibliography

2021
Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state and a state-dependent uncertain exit-time.
[BibTeX]
[DOI]
Reza Keykhaei
Int. J. Math. Oper. Res., 2021

2020
Portfolio selection in a regime switching market with a bankruptcy state and an uncertain exit-time: multi-period mean-variance formulation.
[BibTeX]
[DOI]
Reza Keykhaei
Oper. Res., 2020

2019
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market.
[BibTeX]
[DOI]
Reza Keykhaei
RAIRO Oper. Res., 2019

2017
A note on optimal portfolio corresponding to the CVaR ratio.
[BibTeX]
[DOI]
Reza Keykhaei
RAIRO Oper. Res., 2017

2013
Producing the tangency portfolio as a corner portfolio.
[BibTeX]
[DOI]
Reza Keykhaei
,
Mohamad Taghi Jahandideh
RAIRO Oper. Res., 2013

2012
Tangency portfolios in the LP solvable portfolio selection models.
[BibTeX]
[DOI]
Reza Keykhaei
,
Mohamad Taghi Jahandideh
RAIRO Oper. Res., 2012


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