Çanakoğlu, Ethem; Özekici, Süleyman HARA frontiers of optimal portfolios in stochastic markets. (English) Zbl 1253.91164 Eur. J. Oper. Res. 221, No. 1, 129-137 (2012). MSC: 91G10 91G80 93E20 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Eur. J. Oper. Res. 221, No. 1, 129--137 (2012; Zbl 1253.91164) Full Text: DOI
Çanakoğlu, Ethem; Özekici, Süleyman Portfolio selection with imperfect information: a hidden Markov model. (English) Zbl 1276.91091 Appl. Stoch. Models Bus. Ind. 27, No. 2, 95-114 (2011). MSC: 91G10 60J20 90C39 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Appl. Stoch. Models Bus. Ind. 27, No. 2, 95--114 (2011; Zbl 1276.91091) Full Text: DOI
Çanakoğlu, Ethem; Özekici, Süleyman Portfolio selection in stochastic markets with HARA utility functions. (English) Zbl 1180.91252 Eur. J. Oper. Res. 201, No. 2, 520-536 (2010). MSC: 91G10 90C39 91B70 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Eur. J. Oper. Res. 201, No. 2, 520--536 (2010; Zbl 1180.91252) Full Text: DOI
Çanakoğlu, Ethem; Özekici, Süleyman Portfolio selection in stochastic markets with exponential utility functions. (English) Zbl 1163.91374 Ann. Oper. Res. 166, 281-297 (2009). MSC: 91G10 90C39 PDF BibTeX XML Cite \textit{E. Çanakoğlu} and \textit{S. Özekici}, Ann. Oper. Res. 166, 281--297 (2009; Zbl 1163.91374) Full Text: DOI