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Reza Keykhaei

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Journal Articles

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2021
[j6]
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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): 336-359 (2021)
2020
[j5]
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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): 1231-1254 (2020)
2019
[j4]
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Reza Keykhaei:
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market. RAIRO Oper. Res. 53(4): 1171-1186 (2019)
2017
[j3]
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Reza Keykhaei:
A note on optimal portfolio corresponding to the CVaR ratio. RAIRO Oper. Res. 51(4): 921-930 (2017)
2013
[j2]
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Reza Keykhaei, Mohamad Taghi Jahandideh:
Producing the tangency portfolio as a corner portfolio. RAIRO Oper. Res. 47(3): 311-320 (2013)
2012
[j1]
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Reza Keykhaei, Mohamad Taghi Jahandideh:
Tangency portfolios in the LP solvable portfolio selection models. RAIRO Oper. Res. 46(2): 149-158 (2012)

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