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Hasanjan Sayit

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Journal Articles

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2024
[j2]
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  dblp key:
  - journals/anor/AbudurexitiHHRSS24
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  persistent URL:
  - https://dblp.org/rec/journals/anor/AbudurexitiHHRSS24
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): 945-966 (2024)
2015
[j1]
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  - journals/jap/BenderPS15
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  - https://dblp.org/rec/journals/jap/BenderPS15
Christian Bender, Mikko S. Pakkanen, Hasanjan Sayit:
Sticky Continuous Processes have Consistent Price Systems. J. Appl. Probab. 52(2): 586-594 (2015)

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