On the use of optimization models for portfolio selection: A review and some computational results

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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