Panagiotis Xidonas, George Mavrotas, John E. Psarras. Equity portfolio construction and selection using multiobjective mathematical programming. J. Global Optimization, 47(2):185-209, 2010. [doi]
@article{XidonasMP10-0,
title = {Equity portfolio construction and selection using multiobjective mathematical programming},
author = {Panagiotis Xidonas and George Mavrotas and John E. Psarras},
year = {2010},
doi = {10.1007/s10898-009-9465-4},
url = {http://dx.doi.org/10.1007/s10898-009-9465-4},
tags = {e-science, programming},
researchr = {https://researchr.org/publication/XidonasMP10-0},
cites = {0},
citedby = {0},
journal = {J. Global Optimization},
volume = {47},
number = {2},
pages = {185-209},
}