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Integrated bank performance assessment and management planning using hybrid minimax reference point : DEA approach

Yang, Jian-bo; Wong, B. Y. H.; Xu, Dong-ling; Liu, X. B.; … - In: European journal of operational research : EJOR 207 (2010) 3, pp. 1506-1518

Persistent link: https://www.econbiz.de/10008702148

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...

Persistent link: https://www.econbiz.de/10009506554

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

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

Rejoinder on: Multicriteria decision systems for financial problems

Zopounidis, Constantin; Doumpos, Michael - In: Top : transactions in operations research 21 (2013) 2, pp. 282-286

Persistent link: https://www.econbiz.de/10009761304

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

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

Multicriteria decision aid/analysis in finance

Spronk, Jaap; Steuer, Ralph E.; Zopounidis, Constantin - 2016

Persistent link: https://www.econbiz.de/10011512896

Multicriteria decision aid/analysis in finance

Spronk, Jaap; Steuer, Ralph E.; Zopounidis, Constantin - In: Multiple criteria decision analysis : state of the art …, (pp. 799-857). 2005

Persistent link: https://www.econbiz.de/10002829025

A multi-period, multiple criteria optimization system for manpower planning

Silverman, Joe - In: European journal of operational research : EJOR 2 (1988), pp. 160-170

Persistent link: https://www.econbiz.de/10001066189