In this article we attempt to expand the limited framework of single-objective optimization and broaden Markowitz's market standard, within which the portfolio selection problem is conventionally confronted. The typical theory's fundamental principle is that investment decisions are generally...

Purpose – The European Union (EU) energy supply environment is changing significantly and in a dynamic way, establishing the issue of safe energy imports as main priority. Greece relies heavily on energy imports. Furthermore, Greece aims to be elevated into an energy cross road for the energy...

This article focuses on inferring critical comparative conclusions as far as the application of both linear and non-linear risk measures in non-convex portfolio optimization problems. We seek to co-assess a set of sophisticated real-world non-convex investment policy limitations, such as...