Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets
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Cites work
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- scientific article; zbMATH DE number 854562 (Why is no real title available?)
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- An analytical derivation of the efficient surface in portfolio selection with three criteria
- Computing the nondominated surface in tri-criterion portfolio selection
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- On outperforming social-screening-indexing by multiple-objective portfolio selection
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
- Portfolio selection with higher moments
- Proper efficiency and the theory of vector maximization
- Selection of socially responsible portfolios using hedonic prices
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- Time series: theory and methods
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
- Tri-criterion modeling for constructing more-sustainable mutual funds
Cited in
(7)- On the criterion vectors of lines of portfolio selection with multiple quadratic and multiple linear objectives
- A portfolio optimization model with three objectives and discrete variables
- An analytical derivation of the efficient surface in portfolio selection with three criteria
- Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models
- On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection
- On the computation of the efficient frontier of the portfolio selection problem
- Computing the nondominated surface in tri-criterion portfolio selection
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