Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach

DOI10.1080/02331930903085375zbMath1203.91277OpenAlexW2116131334MaRDI QIDQ3066930

George Mavrotas, Panagiotis Xidonas, John Psarras

Publication date: 20 January 2011

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930903085375

zbMATH Keywords

multiobjective mathematical programmingportfolio constructionequities

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Related Items (8)

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Uses Software

• COMBAT
• GAMS

Cites Work

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