Work

New Robust Portfolio Selection Models Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks.

Year: 2020

Type: article

Source: J. Multiple Valued Log. Soft Comput.

Authors: Furkan Göktaş, Ahmet Duran

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3013523979

FWCI: 0.15

Cites:

Cited by: 3

Related to: 10