Panagiotis Xidonas, George Mavrotas, Christis Hassapis, Constantin Zopounidis. Robust multiobjective portfolio optimization: A minimax regret approach. European Journal of Operational Research, 262(1):299-305, 2017. [doi]
@article{XidonasMHZ17,
title = {Robust multiobjective portfolio optimization: A minimax regret approach},
author = {Panagiotis Xidonas and George Mavrotas and Christis Hassapis and Constantin Zopounidis},
year = {2017},
doi = {10.1016/j.ejor.2017.03.041},
url = {https://doi.org/10.1016/j.ejor.2017.03.041},
researchr = {https://researchr.org/publication/XidonasMHZ17},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {262},
number = {1},
pages = {299-305},
}