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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]
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https://hal-audencia.archives-ouvertes.fr/hal-02879868
Contributor : Myriam Amami <>
Submitted on : Wednesday, June 24, 2020 - 12:42:27 PM
Last modification on : Wednesday, June 24, 2020 - 12:42:27 PM

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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⟩

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