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Modified interactive Chebyshev algorithm (MICA) for convex multiobjective programming
Luque, Mariano; Ruiz, Francisco; Steuer, Ralph E. - In: European journal of operational research : EJOR 204 (2010) 3, pp. 557-564
Persistent link: https://www.econbiz.de/10003955970
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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
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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
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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
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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
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Computational experience concerning payoff tables and minimum criterion values over the efficient set
Isermann, Heinz - In: European journal of operational research : EJOR 1 (1988), pp. 91-97
Persistent link: https://www.econbiz.de/10001066377
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Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming
Piercy, Craig A.; Steuer, Ralph E. - In: European journal of operational research : EJOR 277 (2019) 2, pp. 653-666
Persistent link: https://www.econbiz.de/10012022039
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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
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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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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