Author = Mohammadi, Ahmad
Portfolio optimization using modified Markowitz model based on CO-GARCH modeling compared to the market

Volume 3, Issue 2, June 2022, Pages 69-82

10.22111/sedj.2022.43411.1229

Fahime Jahanian; seyyed Ali Paytakhti Oskooe; Ahmad Mohammadi; Ali Asghar Mottaghi