Grey System Theory Supported Markowitz Portfolio Optimization during High Volatility Periods

Nurgul Chambers, Coşkun Hamzacebi, Fatih M. Bayramoglu

Research output: Contribution to journalReview articlepeer-review

3 Citations (Scopus)
157 Downloads (Pure)

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Keyphrases

Computer Science

Engineering

Economics, Econometrics and Finance

Mathematics