• Article  

      Robust multiobjective portfolio optimization: A minimax regret approach 

      Xidonas, Panos; Mavrotas, George; Hassapis, Christis; Zopounidis, Constantin (2017)
      An efficient frontier in the typical portfolio selection problem provides an illustrative way to express the tradeoffs between return and risk. Following the basic ideas of modern portfolio theory as introduced by Markowitz, ...