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Number of items: 3.
Article
Hirschberger, Markus and Steuer, Ralph E. and Utz, Sebastian and Wimmer, Maximilian and Qi, Yue (2013) Computing the nondominated surface in tri-criterion portfolio selection. Operations Research 61 (1), pp. 169-183.
Steuer, Ralph E. and Wimmer, Maximilian and Hirschberger, Markus (2013) Overviewing the transition of Markowitz bi-criterion portfolio selection to tri-criterion portfolio selection. Journal of Business Economics 83 (1), pp. 61-85.
Monograph
Utz, Sebastian and Wimmer, Maximilian and Hirschberger, Markus and Steuer, Ralph E. (2013) Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds. Working Paper. (Submitted)