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]
@article{UtzWHS14,
title = {Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds},
author = {Sebastian Utz and Maximilian Wimmer and Markus Hirschberger and Ralph E. Steuer},
year = {2014},
doi = {10.1016/j.ejor.2013.07.024},
url = {http://dx.doi.org/10.1016/j.ejor.2013.07.024},
researchr = {https://researchr.org/publication/UtzWHS14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {234},
number = {2},
pages = {491-498},
}