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Annals of operations research ; volume 284, numbers 1 (January 2020)
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The European journal of finance
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On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos
;
Tsionas, Mike
;
Zopounidis, Constantin
-
2020
Persistent link: https://www.econbiz.de/10012165614
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Multiobjective portfolio optimization with
non-convex
policy
constraints
: evidence from the Eurostoxx 50
Xidonas, Panos
;
Mavrotas, George
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 957-977
Persistent link: https://www.econbiz.de/10010464893
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