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Rashed Khanjani-Shiraz · Study

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Rashed Khanjani-Shiraz

2 works· latest 2023· 1 institutionscluster: provisional

h-index2

i102

Citations56

Works here2

22

23

Most cited in this library

Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric2022 · 30 citations
Portfolio optimization using robust mean absolute deviation model: Wasserstein metric approach2023 · 26 citations

Works

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Portfolio optimization using robust mean absolute deviation model: Wasserstein metric approach

Finance research letters·2023·3 authors

26citations

Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric

Information Sciences·2022·3 authors

30citations