Tri-criterion modeling for constructing more-sustainable mutual funds
Year of publication: |
2015
|
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Authors: | Utz, Sebastian ; Wimmer, Maximilian ; Steuer, Ralph E. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 246.2015, 1 (1.10.), p. 331-338
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Subject: | Socially responsible investing | Multiple criteria optimization | Portfolio selection | Nondominated surfaces | Quadratically constrained linear programs | Portfolio-Management | Investmentfonds | Investment Fund | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Nachhaltige Kapitalanlage | Sustainable investment | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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