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Computing the nondominated surface in tri-criterion portfolio selection
Hirschberger, Markus, Steuer, Ralph E., Utz, Sebastian, Wimmer, Maximilian and Qi, Yue (2013) Computing the nondominated surface in tri-criterion portfolio selection. Operations Research 61 (1), pp. 169-183.Date of publication of this fulltext: 19 Oct 2012 06:07
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| Item type | Article | ||||
| Journal or Publication Title | Operations Research | ||||
| Publisher: | INFORMS | ||||
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| Place of Publication: | CATONSVILLE | ||||
| Volume: | 61 | ||||
| Number of Issue or Book Chapter: | 1 | ||||
| Page Range: | pp. 169-183 | ||||
| Date | 5 February 2013 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner) | ||||
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| Keywords | EFFICIENT PORTFOLIOS; VECTOR MAXIMIZATION; SHARPE RATIO; PERFORMANCE; SET; | ||||
| Dewey Decimal Classification | 300 Social sciences > 330 Economics | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Partially | ||||
| Item ID | 26526 |
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