Pavlou, Antonis; Doumpos, Michalis; Zopounidis, Constantin - In: Management Decision 57 (2019) 2, pp. 300-313
Purpose: The optimization of investment portfolios is a topic of major importance in financial decision making, with many relevant models available in the relevant literature. The purpose of this paper is to perform a thorough comparative assessment of different bi-objective models as well as...