Similar Search Results

Portfolio selection in the presence of multiple criteria

Steuer, Ralph E.; Qi, Yue; Hirschberger, Markus - In: Handbook of financial engineering, (pp. 3-24). 2008

Persistent link: https://www.econbiz.de/10003753587

Portfolio optimization : new capabilities and future methods

Steuer, Ralph E.; Qi, Yue; Hirschberger, Markus - In: Journal of business economics : JBE 76 (2006) 2, pp. 199-219

Persistent link: https://www.econbiz.de/10003287138

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

Dotted representations of mean-variance efficient frontiers and their computation

Qi, Yue; Hirschberger, Markus; Steuer, Ralph E. - In: INFOR : information systems and operational research 47 (2009) 1, pp. 15-21

Persistent link: https://www.econbiz.de/10003959501

Is socially responsible investing just screening? : evidence from mutual funds

Hirschberger, Markus; Steuer, Ralph E.; Utz, Sebastian; … - 2012

This paper presents the results of an empirical study concerning conventional and socially responsible mutual funds.We apply a sophisticated operations research algorithm embedded in inverse portfolio optimization on financial market data, ESG-scores and CRSP fund data. Due to our results we...