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

Optimization

Volumn 59, Issue 8, 2010, Pages 1211-1229

  Xidonas, Panagiotis ^a   Mavrotas, George ^a   Psarras, John ^a  

^a NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

Author keywords

Equities; Multiobjective mathematical programming; Portfolio construction

Indexed keywords

EID: 77958495833     PISSN: 02331934     EISSN: 10294945     Source Type: Journal    
DOI: 10.1080/02331930903085375     Document Type: Article

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