The robustness of portfolio efficient frontiers: A comparative analysis of bi-objective and multi-objective approaches - Audencia Access content directly
Journal Articles Management Decision Year : 2019

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

Not file

Dates and versions

hal-02879868 , version 1 (24-06-2020)

Identifiers

  • HAL Id : hal-02879868 , version 1

Cite

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

Collections

AUDENCIA
48 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More