Multiple objectives in portfolio construction
Year of publication: |
2009
|
---|---|
Authors: | Xidonas, Panagiotis ; Mavrotas, George ; Askounis, Dimitrios ; Psarras, John |
Published in: |
American Journal of Finance and Accounting. - Inderscience Enterprises Ltd. - Vol. 1.2009, 3, p. 239-255
|
Publisher: |
Inderscience Enterprises Ltd |
Subject: | portfolio construction | multiobjective mathematical programming | MMP | equities | portfolio selection | investment policy statement | mixed-integer linear programming | MILP | Athens Stock Exchange | Greece |
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