Multiobjective portfolio optimization with non-convex policy constraints : evidence from the Eurostoxx 50
Panos Xidonas and George Mavrotas
| Year of publication: |
2014
|
|---|---|
| Authors: | Xidonas, Panos ; Mavrotas, George |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 20.2014, 10/12, p. 957-977
|
| Subject: | portfolio construction | multiple investment objectives | non-convex policy constraints | Eurostoxx 50 | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010464893