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Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
Hirschberger, Markus; Qi, Yue; Steuer, Ralph E. - In: European journal of operational research : EJOR 177 (2007) 3, pp. 1610-1625
Persistent link: https://www.econbiz.de/10007391421
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The reliability importance of components and prime implicants in coherent and non-coherent systems including total-order interactions
Hirschberger, Markus; Qi, Yue; Steuer, Ralph E. - In: European journal of operational research : EJOR 204 (2010) 3, pp. 485-496
Persistent link: https://www.econbiz.de/10008375418
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Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
Steuer, Ralph E.; Qi, Yue; Hirschberger, Markus - 2007
Persistent link: https://www.econbiz.de/10008221992
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Computing the Nondominated Surface in Tri-Criterion Portfolio Selection
Hirschberger, Markus; Steuer, Ralph E.; Utz, Sebastian; … - In: Operations research : the journal of the Operations … 61 (2013) 1, pp. 169-183
Persistent link: https://www.econbiz.de/10010091296
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Portfolio Optimization: New Capabilities and Future Methods
Steuer, Ralph E.; Qi, Yue; Hirschberger, Markus - In: Journal of business economics : JBE 76 (2006) 2, pp. 199-220
Persistent link: https://www.econbiz.de/10007020134
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Comparative issues in large-scale mean–variance efficient frontier computation
Steuer, Ralph E.; Qi, Yue; Hirschberger, Markus - In: Decision support systems : DSS ; the international journal 51 (2011) 2, pp. 250-256
Persistent link: https://www.econbiz.de/10008931429
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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/10010074674
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Comments on: Multicriteria decision systems for financial problems
Steuer, Ralph E. - In: Top : an official journal of the Spanish Society of … 21 (2013) 2, pp. 279-281
Persistent link: https://www.econbiz.de/10010146594
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Chinese Corporate Social Responsibility by Multiple Objective Portfolio Selection and Genetic Algorithms
Wu, Y. F.; Peng, X.; Steuer, R. E. - In: Journal of multi-criteria decision analysis 20 (2013) 3-4, pp. 127-140
Persistent link: https://www.econbiz.de/10010183887
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Removing the necessity of simplifications in large-scale portfolio selection and implications to Chinese portfolio theory and management
Qi, Yue; Peng, Xiaofeng; Li, Ming - In: Nankai business review international 1 (2010) 1, pp. 20-38
Persistent link: https://www.econbiz.de/10009955976