TY  - JOUR
AU  - Balbás De La Corte, Alejandro
AU  - Balbás Aparicio, Beatriz
AU  - Balbás Aparicio, Raquel
PY  - 2021
DO  - 10.1007/s10479-021-03942-3
SN  - 0254-5330
UR  - https://hdl.handle.net/20.500.14352/129223
T2  - Annals of Operations Research
AB  - This paper deals with a multiobjective portfolio selection problem involving expected wealth (or return), coherent risk measures, deviation measures, and "level II order book data", i.e., natural restrictions provoked by the existence of several...
LA  - eng
M2  - 945
PB  - Springer Nature Link
KW  - Optimal investment
KW  - Order book
KW  - Coherent risk
KW  - Multiobjective and goal programming approaches
KW  - Linear approaches
TI  - Pareto eficient buy and hold investment strategies under order book linked constraints
TY  - journal article
VL  - 311
ER  -