Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead von Wallenius, Jyrki, Dyer, James S, Fishburn, Peter C, Steuer, Ralph E, Zionts, Stanley, Deb, Kalyanmoy

Volltext

Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing von Steuer, Ralph E., Utz, Sebastian

Volltext

SCORE Band Visualizations: Supporting Decision Makers in Comparing High-Dimensional Outcome Vectors in Multiobjective Optimization von Saini, Bhupinder S., Miettinen, Kaisa, Klamroth, Kathrin, Steuer, Ralph E., Dachert, Kerstin

Volltext

Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices von Steuer, Ralph E., Qi, Yue, Wimmer, Maximilian

Volltext

Tri-criterion modeling for constructing more-sustainable mutual funds von Utz, Sebastian, Wimmer, Maximilian, Steuer, Ralph E.

Volltext

Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds von Utz, Sebastian, Wimmer, Maximilian, Hirschberger, Markus, Steuer, Ralph E.

Volltext

On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection von Qi, Yue, Steuer, Ralph E.

Volltext

An analytical derivation of the efficient surface in portfolio selection with three criteria von Qi, Yue, Steuer, Ralph E., Wimmer, Maximilian

Volltext

Value of information in portfolio selection, with a Taiwan stock market application illustration von Kao, Chiang, Steuer, Ralph E.

Volltext

Computing the Nondominated Surface in Tri-Criterion Portfolio Selection von Hirschberger, Markus, Steuer, Ralph E., Utz, Sebastian, Wimmer, Maximilian, Qi, Yue

Volltext

Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming von Piercy, Craig A., Steuer, Ralph E.

Volltext

Multiple criteria decision making combined with finance: A categorized bibliographic study von Steuer, Ralph E, Na, Paul

Volltext

Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection von Steuer, Ralph E., Qi, Yue, Hirschberger, Markus

Volltext

Managerial multiple objective optimization von Steuer, Ralph E., Figueira, José Rui, Masri, Hatem

Volltext

Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers von Steuer, Ralph E., Hirschberger, Markus, Deb, Kalyanmoy

Volltext

Modified interactive Chebyshev algorithm (MICA) for convex multiobjective programming von Luque, Mariano, Ruiz, Francisco, Steuer, Ralph E.

Volltext

Randomly generating portfolio-selection covariance matrices with specified distributional characteristics von Hirschberger, Markus, Qi, Yue, Steuer, Ralph E.

Volltext

Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming von Hirschberger, Markus, Qi, Yue, Steuer, Ralph E.

Volltext

Comparative issues in large-scale mean–variance efficient frontier computation von Steuer, Ralph E., Qi, Yue, Hirschberger, Markus

Volltext

Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization von Utz, Sebastian, Steuer, Ralph E.

Volltext