[EN] Despite the widespread use of the classical bicriteria Markowitz mean-variance framework, a broad consensus is emerging on the need to include more criteria for complex portfolio selection problems. Sustainable ...
García García, Fernando; González Bueno, Jairo Alexander; Oliver Muncharaz, Javier(Mykolas Romeris University - Elsevier, 2015-04-01)
In any investment, an analysis of the expected return and the assumed risk constitutes a fundamental step. Investing in financial assets is no exception. Since the portfolio selection theory was proposed by Markowitz in ...