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Multicriteria Portfolio Management

Author

Listed:
  • Panos Xidonas

    (National Technical University of Athens)

  • George Mavrotas

    (National Technical University of Athens)

  • Theodore Krintas

    (Attica Wealth Management)

  • John Psarras

    (National Technical University of Athens)

  • Constantin Zopounidis

    (Technical University of Crete)

Abstract

No abstract is available for this item.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Panos Xidonas & George Mavrotas & Theodore Krintas & John Psarras & Constantin Zopounidis, 2012. "Multicriteria Portfolio Management," Springer Optimization and Its Applications, Springer, edition 127, number 978-1-4614-3670-6, December.
    • Handle: RePEc:spr:spopap:978-1-4614-3670-6
    DOI: 10.1007/978-1-4614-3670-6
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    Citations

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    Cited by:

    1. Florian Methling & Rüdiger Nitzsch, 2019. "Naïve diversification in thematic investing: heuristics for the core satellite investor," Journal of Asset Management, Palgrave Macmillan, vol. 20(7), pages 568-580, December.
    2. Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Journal of the Operational Research Society, Taylor & Francis Journals, vol. 70(10), pages 1581-1599, October.
    3. Steuer, Ralph E. & Utz, Sebastian, 2023. "Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing," European Journal of Operational Research, Elsevier, vol. 306(2), pages 742-753.
    4. Yue Qi, 2017. "On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(1), pages 145-158, March.
    5. Francisco Salas-Molina & Juan A. Rodríguez-Aguilar & David Pla-Santamaria, 2019. "Characterizing compromise solutions for investors with uncertain risk preferences," Operational Research, Springer, vol. 19(3), pages 661-677, September.
    6. Constantin Zopounidis & Michael Doumpos, 2013. "Multicriteria decision systems for financial problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 241-261, July.
    7. Mir Seyed Mohammad Mohsen Emamat & Caroline Maria de Miranda Mota & Mohammad Reza Mehregan & Mohammad Reza Sadeghi Moghadam & Philippe Nemery, 2022. "Using ELECTRE-TRI and FlowSort methods in a stock portfolio selection context," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-35, December.
    8. Yue Qi & Ralph E. Steuer & Maximilian Wimmer, 2017. "An analytical derivation of the efficient surface in portfolio selection with three criteria," Annals of Operations Research, Springer, vol. 251(1), pages 161-177, April.
    9. Meryem Masmoudi & Fouad Ben Abdelaziz, 2018. "Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models," Annals of Operations Research, Springer, vol. 267(1), pages 335-352, August.
    10. Korotkov, Vladimir & Wu, Desheng, 2020. "Evaluating the quality of solutions in project portfolio selection," Omega, Elsevier, vol. 91(C).

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