Literature Review

Elissaios Sarmas, Panos Xidonas and Haris Doukas
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Elissaios Sarmas: National Technical University of Athens
Panos Xidonas: ESSCA École de Management
Haris Doukas: National Technical University of Athens

Chapter Chapter 4 in Multicriteria Portfolio Construction with Python, 2020, pp 35-43 from Springer

Abstract: Abstract In the basis of the Markowitz mean–variance methodology [112, 113], a series of new models have been developed, such as the single index models, the multi-index models, the average correlation models, the mixed models, and the utility models. Additionally, different criteria have been proposed such as geometric mean return, skewness, etc.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-53743-2_4

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DOI: 10.1007/978-3-030-53743-2_4

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