New Robust Portfolio Selection Models Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks

Furkan Goktas, Ahmet Duran. New Robust Portfolio Selection Models Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks. Multiple-Valued Logic and Soft Computing, 34(1-2):43-58, 2020. [doi]

@article{GoktasD20,
  title = {New Robust Portfolio Selection Models Based on the Principal Components Analysis: An Application on the Turkish Holding Stocks},
  author = {Furkan Goktas and Ahmet Duran},
  year = {2020},
  url = {https://www.oldcitypublishing.com/journals/mvlsc-home/mvlsc-issue-contents/mvlsc-volume-34-number-1-2-2020/mvlsc-34-1-2-p-43-58/},
  researchr = {https://researchr.org/publication/GoktasD20},
  cites = {0},
  citedby = {0},
  journal = {Multiple-Valued Logic and Soft Computing},
  volume = {34},
  number = {1-2},
  pages = {43-58},
}