Equity portfolio construction and selection using multiobjective mathematical programming
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Volume (Year): 47 (2010)
Issue (Month): 2 (June)
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- Panagiotis Xidonas & John Psarras, 2009. "Equity portfolio management within the MCDM frame: a literature review," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 285-309.
- Chunhachinda, Pornchai & Dandapani, Krishnan & Hamid, Shahid & Prakash, Arun J., 1997. "Portfolio selection and skewness: Evidence from international stock markets," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 143-167, February.
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