Keywords = Portfolio
Dynamic Optimization of Investment Portfolio under Liquidity with Taylor Extension of Value function

Volume 11, Special Issue, November 2020, Pages 231-248

10.22075/ijnaa.2020.4597

Razieh FatehPour; Mohsen Hamidian; Shadi shahverdiani; Ali Najafimoghadam; Zohreh Hajiha


Continuous time portfolio optimization

Volume 6, Issue 2, November 2015, Pages 103-112

10.22075/ijnaa.2015.258

Alireza Bahiraei; Behzad Abbasi; Farahnaz Omidi; Nor Aishah Hamzah; Abdul Hadi Yaakub