Institutional Repository
Technical University of Crete
Technical University of Crete
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EL
| URI | http://purl.tuc.gr/dl/dias/10FF872E-73A1-4E78-AD92-C49E4D7CEE6E | - |
| Identifier | https://doi.org/10.1007/BF01299454 | - |
| Language | en | - |
| Extent | 18 pages | en |
| Title | On the use of optimization models for portfolio selection: A review and some computational results | en |
| Creator | Zopounidis Konstantinos | en |
| Creator | Ζοπουνιδης Κωνσταντινος | el |
| Creator | Pardalos, P. M | en |
| Creator | Mattias Sandström | en |
| Publisher | Kluwer | en |
| Content Summary | Portfolio theory deals with the question of how to allocate resources among several competing alternatives (stocks, bonds), many of which have an unknown outcome. In this paper we provide an overview of different portfolio models with emphasis on the corresponding optimization problems. For the classical Markowitz mean-variance model we present computational results, applying a dual algorithm for constrained optimization. | en |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-10-26 | - |
| Date of Publication | 1994 | - |
| Subject | Economy | en |
| Bibliographic Citation | P.M. Pardalos, M. Sandström , C. Zopounidis," On the use of optimization models for portfolio selection: A review and some computational results, " Comp. Economics, vol. 7, no. 4, pp. 227-244,1994.doi:10.1007/BF01299454 | en |
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