Markus Hirschberger

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation INFOR: Information Systems and Operational Research	2023-05-09	Paper
Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers Journal of Global Optimization	2016-01-28	Paper
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds European Journal of Operational Research	2015-02-03	Paper
Computing the nondominated surface in tri-criterion portfolio selection Operations Research	2013-07-02	Paper
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming European Journal of Operational Research	2010-03-01	Paper
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection Annals of Operations Research	2008-03-31	Paper
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics European Journal of Operational Research	2006-12-14	Paper

Research outcomes over time

This page was built for person: Markus Hirschberger