Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing
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Publication:6106497
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Cites work
- A parallel multiple reference point approach for multi-objective optimization
- A pareto race
- A visual interactive method for solving the multiple criteria problem
- Computing the nondominated surface in tri-criterion portfolio selection
- scientific article; zbMATH DE number 3679573 (Why is no real title available?)
- Improved -constraint method for multiobjective programming
- Incorporating environmental and social considerations into the portfolio optimization process
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
- Multicriteria Optimization
- Multicriteria portfolio management
- NAUTILUS method: an interactive technique in multiobjective optimization based on the Nadir point
- Nonlinear multiobjective optimization
- Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
- Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
- Tri-criterion modeling for constructing more-sustainable mutual funds
- Unified interactive multiple objective programming
Cited in
(15)- Optimal portfolios with sustainable assets: aspects for life insurers
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
- A note on Steuer and Utz's (2023) multi-objective optimization approach for generating sustainability-efficient fronts
- Approaches to ESG -- integration in portfolio optimization using MOEAs
- Portfolio optimization for sustainable investments
- Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization
- Minimum variance investing under sustainability constraints
- Managing ESG ratings disagreement in sustainable portfolio selection
- Sustainable optimal stock portfolios: what relationship between sustainability and performance?
- Cross validation based transfer learning for cross-sectional non-linear shrinkage: a data-driven approach in portfolio optimization
- Fifty years of portfolio optimization
- Fifty years of multi-objective optimization and decision-making: from mathematical programming to evolutionary computation
- On sovereign sustainability assessment: a multiple criteria decision aiding approach
- On the computation of the efficient frontier in advanced sparse portfolio optimization
- Network-based online portfolio selection with ESG scores
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