Computing the Nondominated Surface in Tri-Criterion Portfolio Selection

DOI10.1287/opre.1120.1140zbMath1267.90132OpenAlexW2147962746MaRDI QIDQ5301119

Maximilian Wimmer, Markus Hirschberger, Yue Qi, Sebastian Utz, Ralph E. Steuer

Publication date: 2 July 2013

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/3cb38ea511710e4ed8b9e3183e1a420b2cd06094

zbMATH Keywords

multiple criteria decision makingmulticriteria optimizationportfolio selectionnondominated surfacesmultiparametric quadratic programming

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Portfolio theory (91G10)

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