Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (Q3066930): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: A multi‐criterion approach for selecting attractive portfolio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing robust crew schedules with bicriteria optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Computational experience concerning payoff tables and minimum criterion values over the efficient set / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mean-absolute deviation-skewness portfolio optimization model / rank
 
Normal rank
Property / cites work
 
Property / cites work: LP solvable models for portfolio optimization: a classification and computational comparison / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional value at risk and related linear programming models for portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extending the MAD portfolio optimization model to incorporate downside risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple criteria linear programming model for portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Aspiration/reservation‐based decision support—a step beyond goal programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-risk models using two risk measures: a multi-objective approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial modelling: Where to go? With an illustration for portfolio management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple criteria decision making combined with finance: a categorized bibliographic study. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4529748 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3716769 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi‐criteria decision aid in financial decision making: methodologies and literature review / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection using the ADELAIS multiobjective linear programming system / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3206638 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An MCDM approach to portfolio optimization. / rank
 
Normal rank

Latest revision as of 16:02, 3 July 2024

scientific article
Language Label Description Also known as
English
Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach
scientific article

    Statements

    Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    20 January 2011
    0 references
    portfolio construction
    0 references
    multiobjective mathematical programming
    0 references
    equities
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers