Equity portfolio construction and selection using multiobjective mathematical programming
From MaRDI portal
Publication:975768
DOI10.1007/s10898-009-9465-4zbMath1190.90199OpenAlexW1980196363MaRDI QIDQ975768
John Psarras, Panagiotis Xidonas, George Mavrotas
Publication date: 11 June 2010
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-009-9465-4
multiobjective mathematical programmingportfolio optimizationequities\(\varepsilon \)-constraint method
Mixed integer programming (90C11) Multi-objective and goal programming (90C29) Portfolio theory (91G10)
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