Equity portfolio construction and selection using multiobjective mathematical programming
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Publication:975768
DOI10.1007/S10898-009-9465-4zbMATH Open1190.90199OpenAlexW1980196363MaRDI QIDQ975768FDOQ975768
Authors: Panagiotis Xidonas, George Mavrotas, John Psarras 
Publication date: 11 June 2010
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-009-9465-4
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portfolio optimizationmultiobjective mathematical programmingequities\(\varepsilon \)-constraint method
Multi-objective and goal programming (90C29) Portfolio theory (91G10) Mixed integer programming (90C11)
Cites Work
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Cited In (15)
- An empirical study of multi-objective algorithms for stock ranking
- New mathematical model for the bi-objective inventory routing problem with a step cost function: a multi-objective particle swarm optimization solution approach
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- A branch-and-bound based heuristic algorithm for convex multi-objective MINLPs
- Portfolio construction on the Athens stock exchange: a multiobjective optimization approach
- Multiple criteria decision aiding for finance: an updated bibliographic survey
- A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems
- Solving Multiobjective Mixed Integer Convex Optimization Problems
- A multi-criteria optimization model for humanitarian aid distribution
- Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study
- An interactive approach to stochastic programming-based portfolio optimization
- Multiobjective project portfolio selection with fuzzy constraints
- Financial analysis based sectoral portfolio optimization under second order stochastic dominance
- Twenty years of linear programming based portfolio optimization
- On the exactness of the \(\varepsilon\)-constraint method for biobjective nonlinear integer programming
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