Equity portfolio construction and selection using multiobjective mathematical programming

Panagiotis Xidonas (), George Mavrotas and John Psarras

Journal of Global Optimization, 2010, vol. 47, issue 2, 185-209

Keywords: Portfolio optimization; Multiobjective mathematical programming; ε-Constraint method; Equities (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10898-009-9465-4

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