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Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50

Xidonas, Panos; Mavrotas, George - In: The European Journal of Finance 20 (2014) 11, pp. 957-977

Our purpose in this paper is to depart from the intrinsic pathology of the typical mean-variance formalism, due to both the restriction of its assumptions and difficulty of implementation. We manage to co-assess a set of sophisticated real-world non-convex investment policy limitations, such as...

Persistent link: https://www.econbiz.de/10010972088

Integrating analysts forecasts in the security screening process: empirical evidence from the Eurostoxx 50

Xidonas, Panos; Doukas, Haris - In: Applied financial economics 23 (2013) 8, pp. 685-699

Persistent link: https://www.econbiz.de/10010103497

Integrating analysts' forecasts in the security screening process : empirical evidence from the Eurostoxx 50

Xidonas, Panos; Doukas, Haris - In: Applied financial economics 23 (2013) 7/9, pp. 685-699

Persistent link: https://www.econbiz.de/10009750635

Multicriteria portfolio management

Xidonas, Panos (ed.); Mavrotas, George (ed.); … - 2012

Persistent link: https://www.econbiz.de/10009546101

Multiobjective portfolio optimization with non-convex policy constraints : evidence from the Eurostoxx 50

Xidonas, Panos; Mavrotas, George - In: The European journal of finance 20 (2014) 10/12, pp. 957-977

Persistent link: https://www.econbiz.de/10010464893

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

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

A use of Black-Scholes model in market risk

Xidonas, Panos; Kountzakis, Christos E.; Hassapis, Christis - In: International journal of financial engineering and risk … 2 (2016) 3, pp. 200-210

Persistent link: https://www.econbiz.de/10011778846

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

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