Sebastian Utz

MaRDI QIDQ319765zbMATH OpenFDO

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
Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization Annals of Operations Research	2025-12-18	Paper
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing European Journal of Operational Research	2023-07-03	Paper
Values-based and global systemically important banks: their stability and the impact of regulatory changes after the financial crisis on it Asia-Pacific Financial Markets	2022-09-16	Paper
An a posteriori decision support methodology for solving the multi-criteria supplier selection problem European Journal of Operational Research	2018-10-30	Paper
Omega-CVaR portfolio optimization and its worst case analysis OR Spectrum	2017-07-06	Paper
Tri-criterion modeling for constructing more-sustainable mutual funds European Journal of Operational Research	2016-10-06	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
Safety first portfolio choice based on financial and sustainability returns European Journal of Operational Research	2012-12-29	Paper

Research outcomes over time

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