An extension to the classical mean–variance portfolio optimization model

Çelen N. ÖtkenDepartment of Industrial Engineering, Ozyegin University, Istanbul, TurkeyView further author information

Z. Batuhan OrganDepartment of Industrial Engineering, Ozyegin University, Istanbul, TurkeyView further author information

E. Ceren YıldırımDepartment of Industrial Engineering, Ozyegin University, Istanbul, TurkeyView further author information

Mustafa ÇamlıcaDepartment of Industrial Engineering, Ozyegin University, Istanbul, TurkeyView further author information

Volkan S. CantürkDepartment of Industrial Engineering, Ozyegin University, Istanbul, TurkeyView further author information

Ekrem DumanDepartment of Industrial Engineering, Ozyegin University, Istanbul, TurkeyView further author information

Z. Melis TeksanDepartment of Industrial Engineering, Ozyegin University, Istanbul, TurkeyView further author information

Enis KayışDepartment of Industrial Engineering, Ozyegin University, Istanbul, TurkeyCorrespondence[email protected]
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References

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