Applied Portfolio Management

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

Abstract

Ever since Professor Markowitz introduced his modern portfolio theory (MPT), applications faced numerous constraints. These constraint dictated that professionals adopt either important assumptions or reengineered models. In this chapter, we focus on those elements that drive today’s professional world.

Keywords

Income Marketing Arena Volatility Stake 

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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