Tangency portfolios in the LP solvable portfolio selection models. - Reza Keykhaei; Mohamad Taghi Jahandideh (RAIRO Oper. Res., 2012)

Producing the tangency portfolio as a corner portfolio. - Reza Keykhaei; Mohamad Taghi Jahandideh (RAIRO Oper. Res., 2013)

A note on optimal portfolio corresponding to the CVaR ratio. - Reza Keykhaei (RAIRO Oper. Res., 2017)

Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market. - Reza Keykhaei (RAIRO Oper. Res., 2019)

Portfolio selection in a regime switching market with a bankruptcy state and an uncertain exit-time: multi-period mean-variance formulation. - Reza Keykhaei (Oper. Res., 2020)

Multi-period mean-variance portfolio selection in a regime-switching market with a bankruptcy state and a state-dependent uncertain exit-time. - Reza Keykhaei (Int. J. Math. Oper. Res., 2021)

Optimal mean-variance portfolio selection with uncertain time horizon in a regime-switching market when asset returns are market path-dependent. - Reza Keykhaei (Int. J. Math. Oper. Res., 2025)