• Article  

      Multiobjective portfolio optimization: bridging mathematical theory with asset management practice 

      Xidonas, Panos; Hassapis, Christis; Mavrotas, George; Staikouras, Christos; Zopounidis, Constantin (2016)
      We attempt to establish an integrated portfolio optimization business framework, in order to bridge the underlying gap between the complex mathematical theory of multiobjective mathematical programming and asset management ...
    • 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, ...