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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

Analytically Deriving Efficient Surfaces in Portfolio Selection

Qi, Yue - 2006

We consider the practical issue - how an investor incorporates multidimensional risks from factor models directly into portfolio selection, and formulate the issue by multiple objective portfolio selection. Then we analytically derive efficient surfaces in multiple objective portfolio selection...

Persistent link: https://www.econbiz.de/10012734078

Randomly generating portfolio-selection covariance matrices with specified distributional characteristics

Hirschberger, Markus; Qi, Yue; Steuer, Ralph E. - In: European Journal of Operational Research 177 (2007) 3, pp. 1610-1625

Persistent link: https://www.econbiz.de/10005151323

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

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

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

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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