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Applied Portfolio Management

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Part of the book series: Springer Optimization and Its Applications ((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.

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© 2012 Springer Science+Business Media New York

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Xidonas, P., Mavrotas, G., Krintas, T., Psarras, J., Zopounidis, C. (2012). Applied Portfolio Management. In: Multicriteria Portfolio Management. Springer Optimization and Its Applications(), vol 69. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-3670-6_6

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