A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis

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Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
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E-mail: jmf@scirp.org

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"A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis"
written by Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis,
published by Journal of Mathematical Finance, Vol.1 No.2, 2011

has been cited by the following article(s):

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CrossRef

[1]	Survey of multi-objective portfolio optimization by linear and mixed integer programming
	Applications of Management Science, 2013

[2]	Survey of multi-objective portfolio optimization by linear and mixed integer programming', Applications of Management Science (Applications of Management Science …
	2013

[3]	Multi-objective portfolio optimization by mixed integer programming
	2011

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[1]	Applications of Management Science Applications of Management Science, 2013 DOI:10.1108/S0276-8976(2013)0000016007

[2]	Multi-Objective Portfolio Optimization by Mixed Integer Programming SSRN Electronic Journal , 2011 DOI:10.2139/ssrn.2799940