TY - JFULL AU - Konstantinos Liagkouras and Konstantinos Metaxiotis PY - 2015/8/ TI - Advanced Technologies and Algorithms for Efficient Portfolio Selection T2 - International Journal of Industrial and Manufacturing Engineering SP - 2501 EP - 2507 VL - 9 SN - 1307-6892 UR - https://publications.waset.org/pdf/10002339 PU - World Academy of Science, Engineering and Technology NX - Open Science Index 103, 2015 N2 - In this paper we present a classification of the various technologies applied for the solution of the portfolio selection problem according to the discipline and the methodological framework followed. We provide a concise presentation of the emerged categories and we are trying to identify which methods considered obsolete and which lie at the heart of the debate. On top of that, we provide a comparative study of the different technologies applied for efficient portfolio construction and we suggest potential paths for future work that lie at the intersection of the presented techniques. ER -