| 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 |
An analytical derivation of properly efficient sets in multi-objective portfolio selection
Annals of Operations Research | 2025-04-03 | Paper |
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
European Journal of Operational Research | 2024-06-14 | Paper |
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
European Journal of Operational Research | 2023-07-03 | Paper |
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation
INFOR: Information Systems and Operational Research | 2023-05-09 | Paper |
On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection
Annals of Operations Research | 2020-11-20 | Paper |
Reducing wall-clock time for the computation of all efficient extreme points in multiple objective linear programming
European Journal of Operational Research | 2019-04-23 | Paper |
An analytical derivation of the efficient surface in portfolio selection with three criteria
Annals of Operations Research | 2017-09-18 | Paper |
Value of information in portfolio selection, with a Taiwan stock market application illustration
European Journal of Operational Research | 2016-10-07 | Paper |
Tri-criterion modeling for constructing more-sustainable mutual funds
European Journal of Operational Research | 2016-10-06 | 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 |
Comments on: Multicriteria decision systems for financial problems
Top | 2013-07-26 | Paper |
Computing the nondominated surface in tri-criterion portfolio selection
Operations Research | 2013-07-02 | Paper |
Multiple criteria decision making, multiattribute utility theory: recent accomplishments and what lies ahead
Management Science | 2012-02-29 | Paper |
| A correction to the connectedness of the evans-steuer algorithm of multiple objective linear programming | 2011-01-28 | Paper |
Integrated bank performance assessment and management planning using hybrid minimax reference point -- DEA approach
European Journal of Operational Research | 2010-12-20 | 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 |
| scientific article; zbMATH DE number 2209477 (Why is no real title available?) | 2005-09-28 | Paper |
| scientific article; zbMATH DE number 2159078 (Why is no real title available?) | 2005-04-19 | Paper |
A regression study of the number of efficient extreme points in multiple objective linear programming
European Journal of Operational Research | 2005-02-09 | Paper |
Multiple criteria decision making combined with finance: a categorized bibliographic study.
European Journal of Operational Research | 2003-09-04 | Paper |
| ACADEA?a decision support system for faculty performance reviews | 2001-01-16 | Paper |
| scientific article; zbMATH DE number 1530366 (Why is no real title available?) | 2000-11-14 | Paper |
Interactive multiple objective programming using Tchebycheff programs and artificial neural networks
Computers & Operations Research | 2000-07-09 | Paper |
A Heuristic for Estimating Nadir Criterion Values in Multiple Objective Linear Programming
Operations Research | 1998-12-16 | Paper |
| scientific article; zbMATH DE number 1149829 (Why is no real title available?) | 1998-10-19 | Paper |
InterQuad: An interactive quad tree based procedure for solving the discrete alternative multiple criteria problem
European Journal of Operational Research | 1998-10-07 | Paper |
| scientific article; zbMATH DE number 1149845 (Why is no real title available?) | 1998-05-07 | Paper |
Quad-Trees and Linear Lists for Identifying Nondominated Criterion Vectors
INFORMS Journal on Computing | 1997-11-25 | Paper |
Solving Multiple Objective Programming Problems Using Feed-Forward Artificial Neural Networks: The Interactive FFANN Procedure
Management Science | 1997-11-12 | Paper |
| A Bibliographic Survey of the Activities and International Nature of Multiple Criteria Decision Making | 1997-01-15 | Paper |
| scientific article; zbMATH DE number 941395 (Why is no real title available?) | 1996-11-04 | Paper |
The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation
Operations Research | 1996-10-27 | Paper |
Random problem genertion and the computation of efficient extreme points in multiple objective linear programming
Computational Optimization and Applications | 1995-01-15 | Paper |
Unified Interactive Multiple Objective Programming: An Open Architecture For Accommodating New Procedures
The Journal of the Operational Research Society | 1995-01-12 | Paper |
Unified interactive multiple objective programming
European Journal of Operational Research | 1994-09-15 | Paper |
A Combined Tchebycheff/Aspiration Criterion Vector Interactive Multiobjective Programming Procedure
Management Science | 1994-04-12 | Paper |
Multiple Criteria Decision Making, Multiattribute Utility Theory: The Next Ten Years
Management Science | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 51430 (Why is no real title available?) | 1992-09-18 | Paper |
| scientific article; zbMATH DE number 19071 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4112406 (Why is no real title available?) | 1989-01-01 | Paper |
Computational experience concerning payoff tables and minimum criterion values over the efficient set
European Journal of Operational Research | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4085440 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3970504 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3980926 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3932804 (Why is no real title available?) | 1984-01-01 | Paper |
An interactive weighted Tchebycheff procedure for multiple objective programming
Mathematical Programming | 1983-01-01 | Paper |
Algorithms for Linear Programming Problems with Interval Objective Function Coefficients
Mathematics of Operations Research | 1981-01-01 | Paper |
Goal programming with linear fractional criteria
European Journal of Operational Research | 1981-01-01 | Paper |
Multiple Objective Linear Fractional Programming
Management Science | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3677596 (Why is no real title available?) | 1980-01-01 | Paper |
Goal programming sensitivity analysis using interval penalty weights
Mathematical Programming | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3593344 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3585205 (Why is no real title available?) | 1978-01-01 | Paper |
An Interactive Multiple-Objective Linear Programming Approach to a Problem in Forest Management
Operations Research | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3524901 (Why is no real title available?) | 1976-01-01 | Paper |
