Robust multiobjective portfolio optimization : a minimax regret approach
Panos Xidonas, George Mavrotas, Christis Hassapis, Constantin Zopounidis
| Year of publication: |
1 October 2017
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| Authors: | Xidonas, Panos ; Mavrotas, George ; Hassapis, Christis ; Zopounidis, Constantin |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 262.2017, 1 (1.10.), p. 299-305
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| Subject: | Multiple objective programming | Portfolio optimization | Minimax regret | Robustness | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.03.041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011785767