Markus Hirschberger

Available identifiers

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

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