4.6 Article

Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Management

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

Sebastian Utz et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2014)

Article Management

Mutual Funds Efficiency Measurement under Financial and Social Responsibility Criteria

Blanca Perez-Gladish et al.

JOURNAL OF MULTI-CRITERIA DECISION ANALYSIS (2013)

Article Computer Science, Artificial Intelligence

A fuzzy multi-objective approach for sustainable investments

Amelia Bilbao-Terol et al.

EXPERT SYSTEMS WITH APPLICATIONS (2012)

Article Computer Science, Information Systems

Selection of Socially Responsible Portfolios using Goal Programming and fuzzy technology

Amelia Bilbao-Terol et al.

INFORMATION SCIENCES (2012)

Article Mathematics, Applied

On the Computation of the Efficient Frontier of the Portfolio Selection Problem

Clara Calvo et al.

JOURNAL OF APPLIED MATHEMATICS (2012)

Article Operations Research & Management Science

Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection

Ralph E. Steuer et al.

ANNALS OF OPERATIONS RESEARCH (2007)

Article Management

A framework for managing a portfolio of socially responsible investments

W Hallerbach et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2004)

Article Business, Finance

Optimal portfolio selection in a Value-at-Risk framework

R Campbell et al.

JOURNAL OF BANKING & FINANCE (2001)