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Multicriteria Portfolio Construction with Python

Author

Listed:
  • Elissaios Sarmas

    (National Technical University of Athens)

  • Panos Xidonas

    (ESSCA École de Management)

  • Haris Doukas

    (National Technical University of Athens)

Abstract

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Suggested Citation

  • Elissaios Sarmas & Panos Xidonas & Haris Doukas, 2020. "Multicriteria Portfolio Construction with Python," Springer Optimization and Its Applications, Springer, number 978-3-030-53743-2, September.
    • Handle: RePEc:spr:spopap:978-3-030-53743-2
    DOI: 10.1007/978-3-030-53743-2
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    Citations

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    Cited by:

    1. Gigih Rahmandhani Setyantho & Hansaem Park & Seongju Chang, 2021. "Multi-Criteria Performance Assessment for Semi-Transparent Photovoltaic Windows in Different Climate Contexts," Sustainability, MDPI, vol. 13(4), pages 1-21, February.
    2. Stephen Boyd & Kasper Johansson & Ronald Kahn & Philipp Schiele & Thomas Schmelzer, 2024. "Markowitz Portfolio Construction at Seventy," Papers 2401.05080, arXiv.org.
    3. Panos Xidonas & Ilias Lekkos & Charis Giannakidis & Christos Staikouras, 2023. "Multicriteria security evaluation: does it cost to be traditional?," Annals of Operations Research, Springer, vol. 323(1), pages 301-330, April.
    4. Elissaios Sarmas & Vangelis Marinakis & Haris Doukas, 2022. "A data-driven multicriteria decision making tool for assessing investments in energy efficiency," Operational Research, Springer, vol. 22(5), pages 5597-5616, November.
    5. Panagiotis Skaloumpakas & Evangelos Spiliotis & Elissaios Sarmas & Alexios Lekidis & George Stravodimos & Dimitris Sarigiannis & Ioanna Makarouni & Vangelis Marinakis & John Psarras, 2022. "A Multi-Criteria Approach for Optimizing the Placement of Electric Vehicle Charging Stations in Highways," Energies, MDPI, vol. 15(24), pages 1-13, December.
    6. Xidonas, Panos & Doukas, Haris & Hassapis, Christis, 2021. "Grouped data, investment committees & multicriteria portfolio selection," Journal of Business Research, Elsevier, vol. 129(C), pages 205-222.

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