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Multiple objectives in portfolio construction
Xidonas, Panagiotis; Mavrotas, George; Askounis, Dimitrios - In: American journal of finance and accounting 1 (2008/09) 3, pp. 239-255
Persistent link: https://www.econbiz.de/10003861960
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Portfolio engineering using the IPSSIS multiobjective optimisation decision support system
Xidonas, Panagiotis; Askounis, Dimitris; Psarras, John; … - In: International journal of decision sciences, risk and … 1 (2009) 1/2, pp. 36-53
Persistent link: https://www.econbiz.de/10003907233
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A multicriteria methodology for equity selection using financial analysis
Xidonas, Panagiotis; Mavrotas, George; Psarras, John - In: Computers & operations research : and their … 36 (2009) 12, pp. 3187-3203
Persistent link: https://www.econbiz.de/10003910856
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IPSSIS : an integrated multicriteria decision support system for equity portfolio construction and selection
Xidonas, Panagiotis; Mavrotas, George; Zopounidis, … - In: European journal of operational research : EJOR 210 (2011) 2, pp. 398-409
Persistent link: https://www.econbiz.de/10008841181
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IPSSIS: An integrated multicriteria decision support system for equity portfolio construction and selection
Xidonas, Panagiotis; Mavrotas, George; Zopounidis, … - In: European journal of operational research : EJOR 210 (2011) 2, pp. 398-410
Persistent link: https://www.econbiz.de/10008769522
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Equity portfolio construction and selection using multiobjective mathematical programming
Xidonas, Panagiotis; Mavrotas, George; Psarras, John - In: Journal of global optimization : an international … 47 (2010) 2, pp. 185-210
Persistent link: https://www.econbiz.de/10008410536
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Multiple objectives in portfolio construction
Xidonas, Panagiotis; Mavrotas, George; Askounis, Dimitrios - In: American journal of finance and accounting 1 (2008/09) 3, pp. 239-255
Persistent link: https://www.econbiz.de/10009887810
Cover Image
Portfolio engineering using the IPSSIS multiobjective optimisation decision support system
Xidonas, Panagiotis; Askounis, Dimitris; Psarras, John; … - In: International journal of decision sciences, risk and … 1 (2009) 1/2, pp. 36-53
Persistent link: https://www.econbiz.de/10009889798
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Multiple objectives in portfolio construction
Xidonas, Panagiotis; Mavrotas, George; Askounis, Dimitrios - In: American Journal of Finance and Accounting 1 (2009) 3, pp. 239-255
In this article we attempt to expand the limited framework of single-objective optimisation and broaden Markowitz's market standard, within which the problem of portfolio selection is conventionally addressed. The decision maker's Investment Policy Statement (IPS) is formulated through a...
Persistent link: https://www.econbiz.de/10008539449
Cover Image
Multiple objectives in portfolio construction
Xidonas, Panagiotis; Mavrotas, George; Askounis, Dimitrios - In: American Journal of Finance and Accounting 1 (2009) 3, pp. 239-255
In this article we attempt to expand the limited framework of single-objective optimisation and broaden Markowitz's market standard, within which the problem of portfolio selection is conventionally addressed. The decision maker's Investment Policy Statement (IPS) is formulated through a...
Persistent link: https://www.econbiz.de/10005048740