Multiobjective portfolio optimization: bridging mathematical theory with asset management practice

Panos Xidonas; Christis Hassapis; George Mavrotas; Christos Staikouras; Constantin Zopounidis

Journal Articles Annals of Operations Research Year : 2016

Multiobjective portfolio optimization: bridging mathematical theory with asset management practice

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Panos Xidonas

Function : Author

Ecole Supérieure des Sciences Commerciales d'Angers

Christis Hassapis

Function : Author

University of Cyprus [Nicosia]

George Mavrotas

Function : Author

National Technical University of Athens [Athens]

Christos Staikouras

Function : Author

Athens University of Economics and Business

Constantin Zopounidis

Function : Author

Audencia Business School

Domains

Quantitative Finance [q-fin]

Myriam AMAMI : Connect in order to contact the contributor

https://hal-audencia.archives-ouvertes.fr/hal-02879921

Submitted on : Wednesday, June 24, 2020-2:14:50 PM

Last modification on : Wednesday, November 30, 2022-10:02:04 AM

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hal-02879921 , version 1 (24-06-2020)

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HAL Id : hal-02879921 , version 1

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Panos Xidonas, Christis Hassapis, George Mavrotas, Christos Staikouras, Constantin Zopounidis. Multiobjective portfolio optimization: bridging mathematical theory with asset management practice. Annals of Operations Research, 2016. ⟨hal-02879921⟩

Multiobjective portfolio optimization: bridging mathematical theory with asset management practice

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