Portfolio construction on the Athens stock exchange: a multiobjective optimization approach
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Publication:3066930
DOI10.1080/02331930903085375zbMATH Open1203.91277OpenAlexW2116131334MaRDI QIDQ3066930FDOQ3066930
Authors: Panagiotis Xidonas, George Mavrotas, 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
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Cites Work
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Cited In (11)
- An integrated approach for stock evaluation and portfolio optimization
- Portfolio selection with a minimax measure in safety constraint
- Optimization of a highway project planning using a modified genetic algorithm
- Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth
- A portfolio optimization model with three objectives and discrete variables
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
- Matrix representation of a binary relation using fuzzy and artificial learning theory. An algorithm which uses the potential functions learning rule
- LR-NIMBUS: an interactive algorithm for uncertain multiobjective optimization with lightly robust efficient solutions
- Equity portfolio construction and selection using multiobjective mathematical programming
- Multi-criteria optimization in regression
- Twenty years of linear programming based portfolio optimization
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