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~language:"eng"
~person:"Wimmer, Maximilian"
~subject:"Mathematische Optimierung"
~subject:"Portfolio Selection"
~type_genre:"Accompanied by computer file"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematische Optimierung
Portfolio Selection
Portfolio selection
6
Portfolio-Management
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Mathematical programming
4
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4
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4
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2
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2
Multi-criteria analysis
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Wimmer, Maximilian
Li, Duan
9
Post, Thierry
9
Steuer, Ralph E.
9
Kwon, Roy H.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Qi, Yue
7
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6
Korn, Ralf
6
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6
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6
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6
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5
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5
Keykhaei, Reza
5
Kim, Woo Chang
5
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5
Pachamanova, Dessislava A.
5
Scozzari, Andrea
5
Speranza, Maria Grazia
5
Weissensteiner, Alex
5
Bansal, Saurabh
4
Ben Abdelaziz, Fouad
4
Chen, Jingnan
4
Ching, Wai Ki
4
Consigli, Giorgio
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
Puerto, Justo
4
Schmid, Wolfgang
4
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4
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European journal of operational research : EJOR
3
Journal of business economics : JBE
1
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
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