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

Working Papers

2016

1. 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

2. 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

3. 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 (103)

2009

4. 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

1. A comparison of methods for the optimal design of Distributed Energy Systems under uncertainty
   Energy, 2019, 178, (C), 318-333 View citations (13)

2018

2. 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

3. An analytical study of critical factors in residential cogeneration optimization
   Applied Energy, 2017, 185, (P2), 1625-1632 View citations (3)
4. Robust multiobjective portfolio optimization: A minimax regret approach
   European Journal of Operational Research, 2017, 262, (1), 299-305 View citations (34)

2016

5. 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

6. 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 (33)
7. 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)
8. 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)
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)
10. Robustness analysis methodology for multi-objective combinatorial optimization problems and application to project selection
    Omega, 2015, 52, (C), 142-155 View citations (17)

2014

11. 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)
12. 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

13. 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 (6)

2011

14. 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)
15. 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 (29)
16. 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)
17. 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

18. 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)
19. 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)
20. Equity portfolio construction and selection using multiobjective mathematical programming
    Journal of Global Optimization, 2010, 47, (2), 185-209 View citations (10)
21. Evaluating stocks in the presence of multiple criteria
    International Journal of Information and Decision Sciences, 2010, 2, (1), 87-111
22. 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)
23. 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

24. 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
25. Multiple objectives in portfolio construction
    American Journal of Finance and Accounting, 2009, 1, (3), 239-255
26. 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

27. 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)
28. Selection among ranked projects under segmentation, policy and logical constraints
    European Journal of Operational Research, 2008, 187, (1), 177-192 View citations (16)

2007

29. 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

30. A bottom-up decomposition analysis of energy-related CO2 emissions in Greece
    Energy, 2006, 31, (14), 2638-2651 View citations (43)
31. 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 (18)

2003

32. Combined MCDA–IP Approach for Project Selection in the Electricity Market
    Annals of Operations Research, 2003, 120, (1), 159-170 View citations (23)

2000

33. Decomposition of industrial CO2 emissions:: The case of European Union
    Energy Economics, 2000, 22, (4), 383-394 View citations (66)

1999

34. The use of a preference disaggregation method in energy analysis and policy making
    Energy, 1999, 24, (2), 157-166 View citations (20)

1998

35. 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

36. A multicriteria approach for evaluating the performance of industrial firms
    Omega, 1992, 20, (4), 467-474 View citations (15)

Books

2012

1. Multicriteria Portfolio Management
   Springer Optimization and Its Applications, Springer View citations (10)