International Journal of Nonlinear Analysis and Applications
Author = Sayyed Mohammad Reza Davoodi
Number of Articles: 2
Stock portfolio with maximum predictability of Sharpe ratio based on hidden Markov model
Articles in Press, Corrected Proof, Available Online from 16 October 2024
10.22075/ijnaa.2024.33369.4967
Ali Nabiyan; Forozan Baktash; Sayyed Mohammad Reza Davoodi
Portfolio design and optimization within the framework of the Markov chain
Volume 15, Issue 4, April 2024, Pages 265-273
10.22075/ijnaa.2023.30951.4523
Ali Nabiyan; Forozan Baktash; Sayyed Mohammad Reza Davoodi
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