Mohsen Madadi | DeepAI

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Featured Co-authors

N. Balakrishnan
15 publications
Mohsen Rezapour
3 publications
Bahareh Afhami
2 publications
Vahed Maroufy
2 publications
Mousa Abdi
1 publication
Ahad Jamalizadeh
1 publication

research

∙ 04/22/2021

Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk

In this paper, we are concerned with the optimization of a dynamic inves...

0 Bahareh Afhami, et al. ∙

research

∙ 04/20/2021

Portfolio Selection under Multivariate Merton Model with Correlated Jump Risk

Portfolio selection in the periodic investment of securities modeled by ...

0 Bahareh Afhami, et al. ∙

research

∙ 06/17/2020

Family of mean-mixtures of multivariate normal distributions: properties, inference and assessment of multivariate skewness

In this paper, a new mixture family of multivariate normal distributions...

0 Mousa Abdi, et al. ∙