Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
Sebastian Utz; Maximilian Wimmer; Markus Hirschberger; Ralph E. Steuer
| Year of publication: |
2014
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|---|---|
| Authors: | Utz, Sebastian ; Wimmer, Maximilian ; Hirschberger, Markus ; Steuer, Ralph E. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 491-498
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| Subject: | Socially responsible investing | Inverse optimization | Portfolio selection | Multiple criteria optimization | Nondominated surfaces | Multiple criteria decision making | Portfolio-Management | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Theorie | Theory | Investmentfonds | Investment Fund | Mathematische Optimierung | Mathematical programming | Nachhaltige Kapitalanlage | Sustainable investment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010356715