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2010 – 2019
- 2016
[j9]Ralph E. Steuer, Markus Hirschberger, Kalyanmoy Deb:
Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers. J. Glob. Optim. 64(1): 33-48 (2016)- 2014
- [j8]Sebastian Utz
, Maximilian Wimmer, Markus Hirschberger, Ralph E. Steuer:
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds. Eur. J. Oper. Res. 234(2): 491-498 (2014) - 2013
- [j7]Markus Hirschberger, Ralph E. Steuer, Sebastian Utz, Maximilian Wimmer, Yue Qi:
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection. Oper. Res. 61(1): 169-183 (2013) - 2011
- [j6]Ralph E. Steuer, Yue Qi, Markus Hirschberger:
Comparative issues in large-scale mean-variance efficient frontier computation. Decis. Support Syst. 51(2): 250-255 (2011) - 2010
- [j5]Markus Hirschberger, Yue Qi, Ralph E. Steuer:
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming. Eur. J. Oper. Res. 204(3): 581-588 (2010)
2000 – 2009
- 2009
- [j4]Yue Qi, Markus Hirschberger, Ralph E. Steuer:
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation. INFOR Inf. Syst. Oper. Res. 47(1): 15-21 (2009) - 2007
- [j3]Ralph E. Steuer, Yue Qi, Markus Hirschberger:
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection. Ann. Oper. Res. 152(1): 297-317 (2007) - [j2]Markus Hirschberger, Yue Qi, Ralph E. Steuer:
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics. Eur. J. Oper. Res. 177(3): 1610-1625 (2007) - 2005
- [j1]Markus Hirschberger:
Computation of efficient compromise arcs in Convex Quadratic Multicriteria Optimization. J. Glob. Optim. 31(3): 535-546 (2005)
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