Markus Hirschberger - researchr alias

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Viewing Publication 1 - 9 from 9

2016

Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiersRalph E. Steuer, Markus Hirschberger, Kalyanmoy Deb. jgo, 64(1):33-48, 2016. [doi]

2014

Tri-criterion inverse portfolio optimization with application to socially responsible mutual fundsSebastian Utz, Maximilian Wimmer, Markus Hirschberger, Ralph E. Steuer. eor, 234(2):491-498, 2014. [doi]

2013

Computing the Nondominated Surface in Tri-Criterion Portfolio SelectionMarkus Hirschberger, Ralph E. Steuer, Sebastian Utz, Maximilian Wimmer, Yue Qi. ior, 61(1):169-183, 2013. [doi]

2011

Comparative issues in large-scale mean-variance efficient frontier computationRalph E. Steuer, Yue Qi, Markus Hirschberger. dss, 51(2):250-255, 2011. [doi]

2010

Large-scale MV efficient frontier computation via a procedure of parametric quadratic programmingMarkus Hirschberger, Yue Qi, Ralph E. Steuer. eor, 204(3):581-588, 2010. [doi]

2009

Dotted Representations of Mean-Variance Efficient Frontiers and their ComputationYue Qi, Markus Hirschberger, Ralph E. Steuer. infor, 47(1):15-21, 2009. [doi]

2007

Randomly generating portfolio-selection covariance matrices with specified distributional characteristicsMarkus Hirschberger, Yue Qi, Ralph E. Steuer. eor, 177(3):1610-1625, 2007. [doi]

Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selectionRalph E. Steuer, Yue Qi, Markus Hirschberger. anor, 152(1):297-317, 2007. [doi]

2005

Computation of efficient compromise arcs in Convex Quadratic Multicriteria OptimizationMarkus Hirschberger. jgo, 31(3):535-546, 2005. [doi]

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