Results for Portfolio optimization

Publications & Outputs

Multi-objective optimization using statistical models
Tsionas, M. G., 1/07/2019, In: European Journal of Operational Research. 276, 1, p. 364-378 15 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets
Haerdle, W., Lee Kuo Chuen, D., Nasekin, S. & Petukhina, A., 1/01/2018, In: Journal of Asset Management. 19, 1, p. 49-63 15 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
Ehrgott, M., Waters, C., Kasimbeyli, R. & Ustun, O., 1/02/2009, In: Information Systems and Operational Research . 47, 1, p. 31-42 12 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review