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An advanced approach to algorithmic portfolio management
Margaronis, Z. N. P.; Nath, R. B.; Metallinos, G. S.; … - In: Essays on Financial Analytics : Applications and Methods, (pp. 243-264). 2023
Persistent link: https://www.econbiz.de/10014338846
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The short- and long-run cyclical variation of the cross-asset nexus : mixed-frequency evidence on financial and ‘financialised’ assets
Karanasos, Menelaos; Yfanti, Stavroula; Wu, Jiaying - In: Journal of commodity markets : JCM 38 (2025), pp. 1-24
Persistent link: https://www.econbiz.de/10015426521
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Multicriteria portfolio management
Xidonas, Panos (ed.); Mavrotas, George (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009546101
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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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Multiobjective portfolio optimization : bridging mathematical theory with asset management practice
Xidonas, Panos; Hassapis, Christis; Mavrotas, George; … - In: Managerial multiple objective optimization, (pp. 585-606). 2018
Persistent link: https://www.econbiz.de/10011897111
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Robust multiobjective portfolio optimization : a minimax regret approach
Xidonas, Panos; Mavrotas, George; Hassapis, Christis; … - In: European journal of operational research : EJOR 262 (2017) 1, pp. 299-305
Persistent link: https://www.econbiz.de/10011785767
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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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Robust minimum variance portfolio optimization modelling under scenario uncertainty
Xidonas, Panos; Hassapis, Christis; Soulis, John; … - In: Economic modelling 64 (2017), pp. 60-71
Persistent link: https://www.econbiz.de/10011756471
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Grouped data, investment committees & multicriteria portfolio selection
Xidonas, Panos; Doukas, Haris; Hassapis, Christis - In: Journal of business research : JBR 129 (2021), pp. 205-222
Persistent link: https://www.econbiz.de/10012509380
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On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos; Essner, Eric - In: Computational economics 63 (2024) 1, pp. 21-45
Persistent link: https://www.econbiz.de/10014471935