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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

A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem

Bilbao Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of the Operational Research Society : OR 67 (2016) 10, pp. 1259-1273

Persistent link: https://www.econbiz.de/10011590574

Multi-criteria decision analysis : methods to define and evaluate socially responsible investments

Verheyden, Tim; Moor, Lieven de - In: International journal of management and decision making … 14 (2015) 1, pp. 44-65

Persistent link: https://www.econbiz.de/10011502912

Mutual funds' socially responsible portfolio selection with fuzzy data

Méndez-Rodriguez, Paz; Pérez-Gladish, Blanca; Cabello … - In: Multiple criteria decision making in finance, insurance …, (pp. 229-247). 2015

Persistent link: https://www.econbiz.de/10011374127

On ESG portfolio construction : a multi-objective optimization approach

Xidonas, Panos; Essner, Eric - In: Computational economics 63 (2024) 1, pp. 21-45

Persistent link: https://www.econbiz.de/10014471935

A novel sigma-Mu multiple criteria decision aiding approach for mutual funds portfolio selection

Dias, Luís C.; Xidonas, Panos; Samitas, Aristeidis - In: European journal of operational research : EJOR 322 (2025) 2, pp. 589-598

Persistent link: https://www.econbiz.de/10015411997

Portfolio optimization with tri-objective for index fund management

Chen, Yao-Tsung; Sheng, Yang - In: Algorithmic finance 9 (2022) 3/4, pp. 121-127

Persistent link: https://www.econbiz.de/10013459977

Finding compromise solutions in project portfolio selection with multiple experts by inverse optimization

Roland, Julien; Figueira, José Rui; De Smet, Yves - In: Computers & operations research : and their … 66 (2016), pp. 12-19

Persistent link: https://www.econbiz.de/10011428981

Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds

Utz, Sebastian; Wimmer, Maximilian; Hirschberger, Markus; … - In: European Journal of Operational Research 234 (2014) 2, pp. 491-498

We present a framework for inverse optimization in a Markowitz portfolio model that is extended to include a third criterion. The third criterion causes the traditional nondominated frontier to become a surface. Until recently, it had not been possible to compute such a surface. But by using a...

Persistent link: https://www.econbiz.de/10010730175

Synthetic indicators of mutual funds' environmental responsibility : an application of the reference point method

Cabello, J. M.; Ruiz, Francisco; Pérez-Gladish, B.; … - In: European journal of operational research : EJOR 236 (2014) 1, pp. 313-325

Persistent link: https://www.econbiz.de/10010361712