Browsing Τμήμα Οικονομικών / Department of Economics by Author "Staikouras, Christos"
Now showing items 1-4 of 4
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Article
An Integrated Matching-Immunization Model for Bond Portfolio Optimization
Xidonas, Panos; Hassapis, Christis; Bouzianis, G.; Staikouras, Christos (2016)We propose an integrated bond portfolio optimization model based on the popular cash-flow matching and immunization strategies. The underlying mathematical program, not only minimizes the initial required capital for the ...
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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 ...
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Article
RAROC in portfolio optimization
Xidonas, Panos; Kountzakis, Christos E.; Hassapis, Christis; Staikouras, Christos (2016)
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Article
A use of Black-Scholes model in market risk
Xidonas, Panos; Kountzakis, Christos E.; Hassapis, Christis; Staikouras, Christos (2016)