Skip to Main content Skip to Navigation
Journal articles

The robustness of portfolio efficient frontiers: A comparative analysis of bi-objective and multi-objective approaches

Antonis Pavlou 1 Michael Doumpos 1 Constantin Zopounidis 1 
1 Technical University of Crete [Chania]
Document type :
Journal articles
Complete list of metadata
https://hal-audencia.archives-ouvertes.fr/hal-02879868
Contributor : Myriam AMAMI Connect in order to contact the contributor
Submitted on : Wednesday, June 24, 2020 - 12:42:27 PM
Last modification on : Wednesday, June 24, 2020 - 12:42:27 PM

Identifiers

  • HAL Id : hal-02879868, version 1

Collections

AUDENCIA

Citation

Antonis Pavlou, Michael Doumpos, Constantin Zopounidis. The robustness of portfolio efficient frontiers: A comparative analysis of bi-objective and multi-objective approaches. Management Decision, Emerald, 2019. ⟨hal-02879868⟩

Export

BibTeX TEI DC DCterms EndNote Datacite

Share

Metrics

Record views

44