Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds

Sebastian Utz, Maximilian Wimmer, Markus Hirschberger, Ralph E. Steuer. Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds. European Journal of Operational Research, 234(2):491-498, 2014. [doi]

Authors

Sebastian Utz

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Maximilian Wimmer

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Markus Hirschberger

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Ralph E. Steuer

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