George Mavrotas

Available identifiers

zbMath Open mavrotas.georgeMaRDI QIDQ274931

List of research outcomes

Publication	Date of Publication	Type
Combining multiple criteria analysis, mathematical programming and Monte Carlo simulation to tackle uncertainty in research and development project portfolio selection: a case study from Greece	2021-06-07	Paper
An improved version of a core based algorithm for the multi-objective multi-dimensional knapsack problem: a computational study and comparison with meta-heuristics	2019-03-20	Paper
Multiobjective portfolio optimization: bridging mathematical theory with asset management practice	2018-10-31	Paper
Robust multiobjective portfolio optimization: A minimax regret approach	2018-05-30	Paper
Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model	2017-03-03	Paper
Robustness analysis in multi-objective mathematical programming using Monte Carlo simulation	2016-07-06	Paper
Generation of the exact Pareto set in multi-objective traveling salesman and set covering problems	2016-04-25	Paper
Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500	2015-04-08	Paper
An improved version of the augmented \(\varepsilon\)-constraint method (AUGMECON2) for finding the exact Pareto set in multi-objective integer programming problems	2014-06-20	Paper
Multicriteria portfolio management	2012-04-12	Paper
Using the idea of expanded core for the exact solution of bi-objective multi-dimensional knapsack problems	2011-05-23	Paper
IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection	2011-04-29	Paper
Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach	2011-01-20	Paper
Equity portfolio construction and selection using multiobjective mathematical programming	2010-06-11	Paper
Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study	2010-05-31	Paper
A multicriteria decision making approach for the evaluation of equity portfolios	2010-04-15	Paper
Solving the bi-objective multi-dimensional knapsack problem exploiting the concept of core	2009-12-18	Paper
Solving multiobjective, multiconstraint knapsack problems using mathematical programming and evolutionary algorithms	2009-12-07	Paper
A multicriteria methodology for equity selection using financial analysis	2009-08-14	Paper
Effective implementation of the \(\varepsilon \)-constraint method in multi-objective mathematical programming problems	2009-07-10	Paper
Selection among ranked projects under segmentation, policy and logical constraints	2008-04-22	Paper
Multicriteria decision analysis with minimum information: combining DEA with MAVT	2006-05-16	Paper

Research outcomes over time

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