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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Kraft, Holger"
~person:"Steuer, Ralph E."
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Kraft, Holger
Steuer, Ralph E.
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European journal of operational research : EJOR
Mathematical finance : an international journal of mathematics, statistics and financial theory
SAFE working paper
10
Journal of economic dynamics & control
6
Journal of banking & finance
4
Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
Finance and stochastics
3
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3
Essays on empirical asset pricing and consumption-portfolio choice
2
International journal of theoretical and applied finance
2
Journal of business economics : JBE
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical methods of operations research
2
Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
2
CESifo Working Paper
1
CESifo working papers
1
CFS working paper series
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / CEPR
1
European Journal of Operational Research
1
European financial management : the journal of the European Financial Management Association
1
Handbook of financial engineering
1
INFOR : information systems and operational research
1
Insurance / Mathematics & economics
1
Journal of mathematical economics
1
Journal of the Operational Research Society
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Lecture notes in economics and mathematical systems : operations research, computer science, social science
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Multi-objective programming and goal programming : theory and applications ; [proceedings of the Fifth International Conference on Multi-Objective Programming: Theory & Applications (MOPGP'02), held in Nara, Japan on June 4 - 7, 2002]
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Multiple criteria decision analysis : state of the art surveys
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Multiple criteria decision analysis ; Volume 2
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1
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:
2
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:
3
On the stability of continuous-time portfolio problems with stochastic opportunity set
Korn, Ralf
;
Kraft, Holger
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 403-414
Persistent link: https://www.econbiz.de/10002125556
Saved in:
4
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:
5
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10009757976
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
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:
8
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
9
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:
10
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
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