Nalan Gülpinar

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Financial decision making involves uncertainty and consequently risk. It is well known that asset return forecasts and risk estimates are inherently inaccurate. The inaccuracy in forecasting and estimation can be addressed through the specification of rival scenarios. In this paper, we extend the multi-period mean-variance portfolio optimization and asset(More)
Architectural designs for routers and networks of routers to support mobile communication are analysed for their end-to-end performance using a simple Markov model. In view of the diverse design options, such models have many adjustable parameters and choosing the best set for a particular performance objective is a delicate and time-consuming task. We(More)