On outperforming social-screening-indexing by multiple-objective portfolio selection
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Publication:1615971
DOI10.1007/S10479-018-2921-0zbMATH Open1416.91359OpenAlexW2807716572MaRDI QIDQ1615971FDOQ1615971
Authors: Yue Qi 
Publication date: 31 October 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-2921-0
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multiple-objective optimizationnondominated setparaboloidmultiple-objective portfolio selectionsocially responsible investment (SRI)
Cites Work
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- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- Multiple criteria decision making combined with finance: a categorized bibliographic study.
- A framework for managing a portfolio of socially responsible investments.
- Tri-criterion modeling for constructing more-sustainable mutual funds
- Multiple criteria decision aiding for finance: an updated bibliographic survey
- Computing the nondominated surface in tri-criterion portfolio selection
- Markowitz revisited: social portfolio engineering
- An analytical derivation of the efficient surface in portfolio selection with three criteria
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