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~person:"Steuer, Ralph E."
~subject:"Mathematical programming"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Mathematical programming
Portfolio selection
10
Portfolio-Management
10
Mathematische Optimierung
8
Theorie
6
Theory
6
Multi-criteria analysis
4
Multikriterielle Entscheidungsanalyse
4
Nachhaltige Kapitalanlage
3
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3
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2
Investment Fund
2
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2
Multiple criteria optimization
2
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2
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Closest correlation matrices
1
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1
ESG in investing
1
ESG integration
1
Efficient points
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Estimation theory
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Information value
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Inverse optimization
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Multi-level analysis
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Multiple criteria decision aid
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Multiple criteria decision making
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Multiple objective programming
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Parametric quadratic programming
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Piecewise linear paths
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Portfolio optimization
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Quadratically constrained linear programs
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Steuer, Ralph E.
Li, Duan
9
Post, Thierry
9
Korn, Ralf
8
Kwon, Roy H.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Qi, Yue
7
Steffensen, Mogens
6
Zagst, Rudi
6
Chen, Zhiping
5
Federico, Salvatore
5
Forsyth, Peter A.
5
Keykhaei, Reza
5
Kim, Woo Chang
5
Mavrotas, George
5
Scozzari, Andrea
5
Speranza, Maria Grazia
5
Xu, Fengmin
5
Bansal, Saurabh
4
Ben Abdelaziz, Fouad
4
Chen, Jingnan
4
Costa, Giorgio
4
Escobar, Marcos
4
Gozzi, Fausto
4
Hassapis, Christis
4
Kaucic, Massimiliano
4
Kim, Jang Ho
4
Lee, Yongjae
4
Lejeune, Miguel A.
4
Mansini, Renata
4
Mitra, Gautam
4
Pachamanova, Dessislava A.
4
Puerto, Justo
4
Schmid, Wolfgang
4
Tardella, Fabio
4
Topaloglou, Nikolas
4
Vanduffel, Steven
4
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4
Wimmer, Maximilian
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European journal of operational research : EJOR
6
Journal of business economics : JBE
1
Journal of the Operational Research Society
1
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ECONIS (ZBW)
8
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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:
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