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Journal Articles Management Decision Year : 2019

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

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Quantitative Finance [q-fin]

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https://hal-audencia.archives-ouvertes.fr/hal-02879868

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

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  • HAL Id : hal-02879868 , version 1

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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, 2019. ⟨hal-02879868⟩

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