Pages that link to "Item:Q2514721"

The following pages link to Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (Q2514721):

Displaying 29 items.

• Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method (Q299903) (← links)
• Tri-criterion modeling for constructing more-sustainable mutual funds (Q319768) (← links)
• Multiple criteria decision aiding for finance: an updated bibliographic survey (Q319984) (← links)
• Sustainable operations (Q323159) (← links)
• Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier (Q342778) (← links)
• Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
• A framework for managing a portfolio of socially responsible investments. (Q1417555) (← links)
• Global portfolio construction with emphasis on conflicting corporate strategies to maximize stockholder wealth (Q1615952) (← links)
• A branch-and-cut technique to solve multiobjective integer quadratic programming problems (Q1615968) (← links)
• DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
• Markowitz revisited: social portfolio engineering (Q1751765) (← links)
• Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
• An a posteriori decision support methodology for solving the multi-criteria supplier selection problem (Q1991156) (← links)
• CISEF: a composite index of social, environmental and financial performance (Q2029990) (← links)
• Evidence regarding external financing in manufacturing MSEs using partial least squares regression (Q2241115) (← links)
• An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
• A portfolio analysis approach to assist socially responsible investors in making decisions (Q2627786) (← links)
• Incorporating environmental and social considerations into the portfolio optimization process (Q2675736) (← links)
• Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods (Q5087718) (← links)
• Computing the Nondominated Surface in Tri-Criterion Portfolio Selection (Q5301119) (← links)
• Mean-variance-VaR portfolios: MIQP formulation and performance analysis (Q6049405) (← links)
• A bilevel approach to ESG multi-portfolio selection (Q6067206) (← links)
• Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
• Geometric compromise programming: application in portfolio selection (Q6079996) (← links)
• Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing (Q6106497) (← links)
• Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
• Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)
• Approaches to ESG -- integration in portfolio optimization using MOEAs (Q6619769) (← links)
• Portfolio optimization for sustainable investments (Q6644382) (← links)