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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
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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
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A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
Marohn, Marcel; Auer, Benjamin R. - In: European journal of operational research : EJOR 316 (2024) 2, pp. 792-797
Persistent link: https://www.econbiz.de/10014575842