@article {43930,
	title = {Quantification on risk and return for portfolio optimization: a comparison of forecasting models},
	journal = {in G.N. Gregoriou and R. Pascalau (eds.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models,Palgrave Macmillan},
	year = {2011},
	pages = {74-96},
	author = {Thomaidis, N. and Roumpis, E. and Karavas, V.}
}
