Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 24 checked references that resolve
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resolves10.1002/mcda.321Constructing robust crew schedules with bicriteria optimization
resolves10.2307/2325905Diversification and the Reduction of Dispersion: An Empirical Analysis
resolves10.1287/mnsc.37.5.519Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
resolves10.1016/j.ejor.2004.08.029An efficient, adaptive parameter variation scheme for metaheuristics based on the epsilon-constraint method
resolves10.1016/j.amc.2009.03.037Effective implementation of the ε-constraint method in Multi-Objective Mathematical Programming problems
resolves10.1016/j.eneco.2007.01.002An integrated approach for the selection of Best Available Techniques (BAT) for the industries in the greater Athens area using multi-objective combinatorial optimization
resolves10.1002/nav.1Extending the MAD portfolio optimization model to incorporate downside risk aversion
resolves10.1057/jors.2009.74A multiple criteria decision-making approach for the selection of stocks
resolves10.1002/mcda.333Multi‐criteria decision aid in financial decision making: methodologies and literature review
The 22 references without a DOI — listed, not checked
no DOI — not checked10.1016/j.ejor.2010.08.028_b0010
no DOI — not checked10.1016/j.ejor.2010.08.028_b0020
no DOI — not checked10.1016/j.ejor.2010.08.028_b0025
no DOI — not checked10.1016/j.ejor.2010.08.028_b0030
no DOI — not checkedUncertain Prospects Ranking and Portfolio Analysis Under the Condition of Partial Information
no DOI — not checkedOn the use of goal programming techniques in the assessment of financial risks
no DOI — not checkedOn the use of multicriteria decision aid methods to portfolio selection
no DOI — not checkedMultiple objective decision making
no DOI — not checkedLes modeles devaluation et de selection des valeurs mobilieres: Panorama des recherches americaines
no DOI — not checked10.1016/j.ejor.2010.08.028_b0095
no DOI — not checked10.1016/j.ejor.2010.08.028_b0105
no DOI — not checkedMavrotas, G. 2007. Generation of efficient solutions in multiobjective mathematical programming problems using GAMS. Effective implementation of the ε-constraint method. Technical Report. <http://www.gams.com/modlib/adddocs/epscm.pdf>.
no DOI — not checkedMavrotas, G., Xidonas, P., Psarras, J., 2008. An integrated multiple criteria methodology for supporting common stock portfolio selection decisions. In: Lahdelma, R., Miettinen, K., Salminen, P., Salo, A. (Eds.), Proceedings of the 67th Meeting of the European Working Group on Multiple Criteria Decision Aiding, Rovaniemi, Finland, April 3–5, 2008, pp. 56–71.
no DOI — not checked10.1016/j.ejor.2010.08.028_b0140
no DOI — not checked10.1016/j.ejor.2010.08.028_b0150
no DOI — not checked10.1016/j.ejor.2010.08.028_b0165
no DOI — not checkedMultiple objectives in portfolio selection
no DOI — not checkedPortfolio selection in the presence of multiple criteria
no DOI — not checkedCommon stock portfolio selection: A multiple criteria decision making methodology and an application to the Athens stock exchange
no DOI — not checkedXidonas, P., Mavrotas, G., Askounis, D., Psarras, J., 2008b. Multiple objectives in equity portfolio optimization. In: Proceedings of the 42nd Meeting of the European Working Group on Financial Modeling, Stockholm, Sweden, May 15–17, 2008.
no DOI — not checkedMultidimensional measure of risk: The prospect ranking vector
no DOI — not checkedSatisficing optimization, and risk in portfolio selection
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