Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
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Publication:2514721
DOI10.1016/j.ejor.2013.07.024zbMath1304.91210OpenAlexW2168408730MaRDI QIDQ2514721
Maximilian Wimmer, Ralph E. Steuer, Markus Hirschberger, Sebastian Utz
Publication date: 3 February 2015
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://epub.uni-regensburg.de/27888/1/preprint12Mar13.pdf
multiple criteria decision makingportfolio selectioninverse optimizationmultiple criteria optimizationnondominated surfacessocially responsible investing
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