Equity portfolio construction and selection using multiobjective mathematical programming
| Year of publication: |
2010
|
|---|---|
| Authors: | Xidonas, Panagiotis ; Mavrotas, George ; Psarras, John |
| Published in: |
Journal of Global Optimization. - Springer. - Vol. 47.2010, 2, p. 185-209
|
| Publisher: |
Springer |
| Subject: | Portfolio optimization | Multiobjective mathematical programming | ε-Constraint method | Equities |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008486622