//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Steuer, Ralph E."
~subject:"Mathematical programming"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematical programming
USA
Portfolio selection
10
Portfolio-Management
10
Mathematische Optimierung
8
Theorie
6
Theory
6
Multi-criteria analysis
4
Multikriterielle Entscheidungsanalyse
4
Nachhaltige Kapitalanlage
3
Sustainable investment
3
Efficient frontiers
2
Investment Fund
2
Investmentfonds
2
Multiple criteria optimization
2
Nondominated surfaces
2
Socially responsible investing
2
Aktienmarkt
1
Buyin thresholds
1
Cardinality constraints
1
Closest correlation matrices
1
Correlation
1
ESG in investing
1
ESG integration
1
Efficient points
1
Estimation theory
1
Information value
1
Informationswert
1
Inverse optimization
1
Korrelation
1
Mehrebenenanalyse
1
Multi-level analysis
1
Multiple criteria decision aid
1
Multiple criteria decision making
1
Multiple objective programming
1
Parametric quadratic programming
1
Piecewise linear paths
1
Portfolio optimization
1
Quadratically constrained linear programs
1
Schätztheorie
1
Stock market
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Steuer, Ralph E.
Post, Thierry
14
Li, Duan
9
Wong, Wing Keung
9
Kwon, Roy H.
8
Titman, Sheridan
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Fabozzi, Frank J.
7
Guerard, John Baynard
7
Lakonishok, Josef
7
Qi, Yue
7
Zagst, Rudi
7
Chen, Zhiping
6
Ferson, Wayne E.
6
Forsyth, Peter A.
6
Grauer, Robert R.
6
Guidolin, Massimo
6
Korn, Ralf
6
Kumar, Alok
6
Mavrotas, George
6
Ratner, Mitchell
6
Steffensen, Mogens
6
Wermers, Russ
6
Yoder, James A.
6
Conrad, Jennifer S.
5
Elton, Edwin J.
5
Federico, Salvatore
5
Grinblatt, Mark
5
Gruber, Martin Jay
5
Keykhaei, Reza
5
Kim, Woo Chang
5
Levy, Haim
5
Lo, Andrew W.
5
MacKinlay, Archie Craig
5
Scozzari, Andrea
5
Speranza, Maria Grazia
5
Weissensteiner, Alex
5
Xu, Fengmin
5
Zhou, Guofu
5
more ...
less ...
Published in...
All
European journal of operational research : EJOR
6
Journal of business economics : JBE
1
Journal of the Operational Research Society
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
Saved in:
2
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
Steuer, Ralph E.
;
Utz, Sebastian
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 742-753
Persistent link: https://www.econbiz.de/10014279072
Saved in:
3
On the increasing importance of multiple criteria decision aid methods for portfolio selection
Aouni, Belaïd
;
Doumpos, Michalis
;
Pérez-Gladish, Blanca
; …
- In:
Journal of the Operational Research Society
69
(
2018
)
10
,
pp. 1525-1542
Persistent link: https://www.econbiz.de/10012228234
Saved in:
4
Value of information in portfolio selection, with a Taiwan stock market application illustration
Kao, Chiang
;
Steuer, Ralph E.
- In:
European journal of operational research : EJOR
253
(
2016
)
2
,
pp. 418-427
Persistent link: https://www.econbiz.de/10011490342
Saved in:
5
Tri-criterion modeling for constructing more-sustainable mutual funds
Utz, Sebastian
;
Wimmer, Maximilian
;
Steuer, Ralph E.
- In:
European journal of operational research : EJOR
246
(
2015
)
1
,
pp. 331-338
Persistent link: https://www.econbiz.de/10011341641
Saved in:
6
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Utz, Sebastian
;
Wimmer, Maximilian
;
Hirschberger, Markus
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356715
Saved in:
7
Overviewing the transition of Markowitz bi-criterion portfolio selection to tri-criterion portfolio selection
Steuer, Ralph E.
;
Wimmer, Maximilian
;
Hirschberger, Markus
- In:
Journal of business economics : JBE
83
(
2013
)
1
,
pp. 61-85
Persistent link: https://www.econbiz.de/10009718381
Saved in:
8
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
Hirschberger, Markus
;
Qi, Yue
;
Steuer, Ralph E.
- In:
European journal of operational research : EJOR
204
(
2010
)
3
,
pp. 581-588
Persistent link: https://www.econbiz.de/10003955972
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->