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Environmental corporate responsibility for investments evaluation : an alternative multi-objective programming model

Xidonas, Panos; Doukas, Haris; Mavrotas, George; … - In: Operations research confronting the crisis, (pp. 395-413). 2016

Persistent link: https://www.econbiz.de/10011589825

Robust multiobjective portfolio optimization : a minimax regret approach

Xidonas, Panos; Mavrotas, George; Hassapis, Christis; … - In: European journal of operational research : EJOR 262 (2017) 1, pp. 299-305

Persistent link: https://www.econbiz.de/10011785767

Multiobjective portfolio optimization : bridging mathematical theory with asset management practice

Xidonas, Panos; Hassapis, Christis; Mavrotas, George; … - In: Managerial multiple objective optimization, (pp. 585-606). 2018

Persistent link: https://www.econbiz.de/10011897111

Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500

Xidonas, Panos; Mavrotas, George - In: Quantitative Finance 14 (2014) 7, pp. 1229-1242

This article focuses on inferring critical comparative conclusions as far as the application of both linear and non-linear risk measures in non-convex portfolio optimization problems. We seek to co-assess a set of sophisticated real-world non-convex investment policy limitations, such as...

Persistent link: https://www.econbiz.de/10010825983

How successful are energy efficiency investments? : a comparative analysis for classification & performance prediction

Doukas, Haris; Xidonas, Panos; Mastromichalakis, Nikos - In: Computational economics 59 (2022) 2, pp. 579-598

Persistent link: https://www.econbiz.de/10013169022

Grouped data, investment committees & multicriteria portfolio selection

Xidonas, Panos; Doukas, Haris; Hassapis, Christis - In: Journal of business research : JBR 129 (2021), pp. 205-222

Persistent link: https://www.econbiz.de/10012509380

A bayesian signals approach for the detection of crises

Michaēlidēs, Panagiōtēs G.; Tsionas, Efthymios G.; … - In: Journal of quantitative economics 18 (2020) 3, pp. 551-585

Persistent link: https://www.econbiz.de/10012418855

Multicriteria decision support in local energy planning : an evaluation of alternative scenarios for the sustainable energy action plan

Marinakis, Vangelis; Doukas, Haris; Xidonas, Panos; … - In: Omega : the international journal of management science 69 (2017), pp. 1-16

Persistent link: https://www.econbiz.de/10011698835

On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH

Xidonas, Panos; Tsionas, Mike; Zopounidis, Constantin - 2020

Persistent link: https://www.econbiz.de/10012165614

Robust minimum variance portfolio optimization modelling under scenario uncertainty

Xidonas, Panos; Hassapis, Christis; Soulis, John; … - In: Economic modelling 64 (2017), pp. 60-71

Persistent link: https://www.econbiz.de/10011756471