Pardalos, Panos M; Sandstrom, Mattias; Zopounidis, Costas - In: Computational Economics 7 (1994) 4, pp. 227-44
Portfolio theory deals with the question of how to allocate resources among several competing alternatives (stocks, bonds), many of which have an unknown outcome. In this paper we provide an overview of different portfolio models with emphasis on the corresponding optimization problems. For the...