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INCORPORATING THE FUNDAMENTAL ANALYSIS INTO THE ROBUST MEAN – VARIANCE ANALYSIS: AN APPLICATION ON THE TURKISH BANKING STOCKS
INCORPORATING THE FUNDAMENTAL ANALYSIS INTO THE ROBUST MEAN – VARIANCE ANALYSIS: AN APPLICATION ON THE TURKISH BANKING STOCKS
Economics Business and Organization Research
2021-Cilt: 3 - Sayı: 2
155-167
Portfolio selection,
fundamental analysis,
principal components analysis,
robust optimization,
mean - variance model
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