Details about George Mavrotas
Access statistics for papers by George Mavrotas.
Last updated 2021-02-05. Update your information in the RePEc Author Service.
Short-id: pma2789
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Working Papers
2016
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
Post-Print, HAL View citations (1)
See also Journal Article Multiobjective portfolio optimization: bridging mathematical theory with asset management practice, Annals of Operations Research, Springer (2018) View citations (3) (2018)
2014
- Generation of the exact Pareto set in multi-objective traveling salesman and set covering problems
MPRA Paper, University Library of Munich, Germany View citations (10)
2013
- An improved version of the augmented epsilon-constraint method (AUGMECON2) for finding the exact Pareto set in Multi-Objective Integer Programming problems
MPRA Paper, University Library of Munich, Germany View citations (102)
2009
- Solving the bi-objective multidimensional knapsack problem exploiting the concept of core
MPRA Paper, University Library of Munich, Germany View citations (5)
Journal Articles
2019
- A comparison of methods for the optimal design of Distributed Energy Systems under uncertainty
Energy, 2019, 178, (C), 318-333 View citations (13)
2018
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice
Annals of Operations Research, 2018, 267, (1), 585-606 View citations (3)
See also Working Paper Multiobjective portfolio optimization: bridging mathematical theory with asset management practice, Post-Print (2016) View citations (1) (2016)
2017
- An analytical study of critical factors in residential cogeneration optimization
Applied Energy, 2017, 185, (P2), 1625-1632 View citations (3)
- Robust multiobjective portfolio optimization: A minimax regret approach
European Journal of Operational Research, 2017, 262, (1), 299-305 View citations (34)
2016
- Environmental corporate responsibility for investments evaluation: an alternative multi-objective programming model
Annals of Operations Research, 2016, 247, (2), 395-413 View citations (7)
2015
- A multi-objective approach for optimal prioritization of energy efficiency measures in buildings: Model, software and case studies
Applied Energy, 2015, 139, (C), 131-150 View citations (32)
- An improved version of a core based algorithm for the multi-objective multi-dimensional knapsack problem: A computational study and comparison with meta-heuristics
Applied Mathematics and Computation, 2015, 270, (C), 25-43 View citations (4)
- Municipal solid waste management and energy production: Consideration of external cost through multi-objective optimization and its effect on waste-to-energy solutions
Renewable and Sustainable Energy Reviews, 2015, 51, (C), 1205-1222 View citations (9)
- Robustness analysis in Multi-Objective Mathematical Programming using Monte Carlo simulation
European Journal of Operational Research, 2015, 240, (1), 193-201 View citations (8)
- Robustness analysis methodology for multi-objective combinatorial optimization problems and application to project selection
Omega, 2015, 52, (C), 142-155 View citations (17)
2014
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500
Quantitative Finance, 2014, 14, (7), 1229-1242 View citations (3)
- Multiobjective portfolio optimization with non-convex policy constraints: Evidence from the Eurostoxx 50
The European Journal of Finance, 2014, 20, (11), 957-977 View citations (13)
2013
- The trichotomic approach for dealing with uncertainty in project portfolio selection: combining MCDA, mathematical programming and Monte Carlo simulation
International Journal of Multicriteria Decision Making, 2013, 3, (1), 79-96 View citations (4)
2011
- Corporate performance evaluation: a multicriteria methodology and an application on the Athens Stock Exchange
International Journal of Business Excellence, 2011, 4, (6), 645-677 View citations (1)
- IPSSIS: An integrated multicriteria decision support system for equity portfolio construction and selection
European Journal of Operational Research, 2011, 210, (2), 398-409 View citations (28)
- The effect of islands' interconnection to the mainland system on the development of renewable energy sources in the Greek power sector
Renewable and Sustainable Energy Reviews, 2011, 15, (6), 2607-2620 View citations (23)
- Using the idea of expanded core for the exact solution of bi-objective multi-dimensional knapsack problems
Journal of Global Optimization, 2011, 49, (4), 589-606 View citations (6)
2010
- A multicriteria decision making approach for the evaluation of equity portfolios
International Journal of Mathematics in Operational Research, 2010, 2, (1), 40-72 View citations (1)
- A multiple criteria decision-making approach for the selection of stocks
Journal of the Operational Research Society, 2010, 61, (8), 1273-1287 View citations (5)
- Equity portfolio construction and selection using multiobjective mathematical programming
Journal of Global Optimization, 2010, 47, (2), 185-209 View citations (10)
- Evaluating stocks in the presence of multiple criteria
International Journal of Information and Decision Sciences, 2010, 2, (1), 87-111
- Portfolio management within the frame of multiobjective mathematical programming: a categorised bibliographic study
International Journal of Operational Research, 2010, 8, (1), 21-41 View citations (1)
- Solving multiobjective, multiconstraint knapsack problems using mathematical programming and evolutionary algorithms
European Journal of Operational Research, 2010, 203, (1), 14-21 View citations (19)
2009
- Multi-objective combinatorial optimization for selecting best available techniques (BAT) in the industrial sector: the COMBAT tool
Journal of the Operational Research Society, 2009, 60, (7), 906-920
- Multiple objectives in portfolio construction
American Journal of Finance and Accounting, 2009, 1, (3), 239-255
- Portfolio engineering using the IPSSIS multiobjective optimisation decision support system
International Journal of Decision Sciences, Risk and Management, 2009, 1, (1/2), 36-53 View citations (1)
2008
- A mathematical programming framework for energy planning in services' sector buildings under uncertainty in load demand: The case of a hospital in Athens
Energy Policy, 2008, 36, (7), 2415-2429 View citations (48)
- Selection among ranked projects under segmentation, policy and logical constraints
European Journal of Operational Research, 2008, 187, (1), 177-192 View citations (15)
2007
- An integrated approach for the selection of Best Available Techniques (BAT) for the industries in the greater Athens area using multi-objective combinatorial optimization
Energy Economics, 2007, 29, (4), 953-973 View citations (6)
2006
- A bottom-up decomposition analysis of energy-related CO2 emissions in Greece
Energy, 2006, 31, (14), 2638-2651 View citations (42)
- Project prioritization under policy restrictions. A combination of MCDA with 0-1 programming
European Journal of Operational Research, 2006, 171, (1), 296-308 View citations (17)
2003
- Combined MCDA–IP Approach for Project Selection in the Electricity Market
Annals of Operations Research, 2003, 120, (1), 159-170 View citations (22)
2000
- Decomposition of industrial CO2 emissions:: The case of European Union
Energy Economics, 2000, 22, (4), 383-394 View citations (66)
1999
- The use of a preference disaggregation method in energy analysis and policy making
Energy, 1999, 24, (2), 157-166 View citations (20)
1998
- A branch and bound algorithm for mixed zero-one multiple objective linear programming
European Journal of Operational Research, 1998, 107, (3), 530-541 View citations (50)
1992
- A multicriteria approach for evaluating the performance of industrial firms
Omega, 1992, 20, (4), 467-474 View citations (15)
Books
2012
- Multicriteria Portfolio Management
Springer Optimization and Its Applications, Springer View citations (10)
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