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Introduction

  • Panos Xidonas
  • George Mavrotas
  • Theodore Krintas
  • John Psarras
  • Constantin Zopounidis
Chapter
  • 1.6k Downloads
Part of the Springer Optimization and Its Applications book series (SOIA, volume 69)

Abstract

The disastrous impact of the recent worldwide financial crisis in the global economy has shown how vulnerable international markets are to the massive shocks that are, with increasing frequency, afflicting existing financial structures. The insufficiency of our models and tools to effectively intercept the overwhelming consequences of the decline is the starting point for reconsidering and revising the way of thinking and acting we have so far adopted.

Keywords

Portfolio Selection Portfolio Management Conventional Theory Portfolio Selection Problem Disastrous Impact 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

References

  1. Markowitz, H.: Portfolio selection. J. Financ. 7(1), 77–91 (1952)Google Scholar
  2. Markowitz, H.: Portfolio Selection: Efficient Diversification of Investments. Wiley, New York (1959)Google Scholar
  3. Sharpe, W.: A simplified model for portfolio analysis. Manage. Sci. 9(1), 277–293 (1963)CrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media New York 2012

Authors and Affiliations

  • Panos Xidonas
    • 1
  • George Mavrotas
    • 2
  • Theodore Krintas
    • 3
  • John Psarras
    • 1
  • Constantin Zopounidis
    • 4
  1. 1.School of Electrical & Computer EngineeringNational Technical University of AthensAthensGreece
  2. 2.School of Chemical EngineeringNational Technical University of AthensAthensGreece
  3. 3.Attica Wealth ManagementAthensGreece
  4. 4.Department of Production Engineering & ManagementTechnical University of CreteChaniaGreece

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