Zobrazeno 1 - 10
of 85
pro vyhledávání: '"Ralph E. Steuer"'
Publikováno v:
IEEE Access, Vol 12, Pp 164371-164388 (2024)
Clearly arranged visualizations are needed in multiobjective optimization problems with a large number of objective functions, when a large number of Pareto optimal outcome vectors (vectors of objective function values) must be compared during the de
Externí odkaz:
https://doaj.org/article/811c4446d9394029b7b0f566b96a90f3
Autor:
Ralph E. Steuer, Craig A. Piercy
Publikováno v:
European Journal of Operational Research. 277:653-666
This paper describes an approach for markedly reducing the time required to obtain all efficient extreme points of a multiple objective linear program (MOLP) with three objectives. The approach is particularly useful when working with such MOLPs poss
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::103bde9652b556b16e0333cde8a9f24b
https://doi.org/10.1016/j.ejor.2019.02.042
https://doi.org/10.1016/j.ejor.2019.02.042
Autor:
Yue Qi, Ralph E. Steuer
Publikováno v:
Annals of Operations Research. 293:521-538
This paper provides results in the area of the analytical derivation of the efficient set of a mean-variance portfolio selection problem that has more than three criteria. By “analytical” we mean derived by formula as opposed to being computed by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7d2c599c667bdad61d6c14de6a92a41
https://doi.org/10.1007/s10479-018-3101-y
https://doi.org/10.1007/s10479-018-3101-y
Summarization: In 1952, Markowitz published his famous paper on portfolio selection that transformed the field of finance. Although over 65 years have passed since then, the mean-variance model remains today the predominant model in portfolio selecti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33f0d22f390fdec4fcaae09b964d13fa
https://hdl.handle.net/10576/13062
https://hdl.handle.net/10576/13062
Publikováno v:
European Journal of Operational Research. 246:331-338
One of the most important factors shaping world outcomes is where investment dollars are placed. In this regard, there is the rapidly growing area called sustainable investing where environmental, social, and corporate governance (ESG) measures are t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0343835ee27cc4b7c3624d869a42fe3
https://doi.org/10.1016/j.ejor.2015.04.035
https://doi.org/10.1016/j.ejor.2015.04.035
Publikováno v:
Journal of Global Optimization. 64:33-48
Because of size and covariance matrix problems, computing much of anything along the nondominated frontier of a large-scale (1000---3000 securities) portfolio selection problem with semi-continuous variables is a task that has not previously been ach
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe2afd66d4116da25fba101c8b322051
https://doi.org/10.1007/s10898-015-0305-4
https://doi.org/10.1007/s10898-015-0305-4
In standard mean-variance bi-criterion portfolio selection, the efficient set is a frontier. While it is not yet standard for there to be additional criteria in portfolio selection, there has been a growing amount of discussion in the literature on t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62418d9bf1fd9f0b8660dd71260bf606
https://epub.uni-regensburg.de/31825/
https://epub.uni-regensburg.de/31825/
Publikováno v:
Annals of Operations Research. 267:1-2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8162fbd64b858df6517676b9896f5cf1
https://doi.org/10.1007/s10479-018-2937-5
https://doi.org/10.1007/s10479-018-2937-5
Publikováno v:
Journal of Multi-Criteria Decision Analysis. 20:127-139
In this paper, we study corporate social responsibility (CSR) in China through the prism of investments. We work with large stocks and assess their CSR performance from agency CSR data. We formulate Chinese CSR by a multiple objective extension of a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::085ceb9b355ccb2a5f522d6d4ef04371
https://doi.org/10.1002/mcda.1489
https://doi.org/10.1002/mcda.1489
Publikováno v:
Decision Support Systems. 51:250-255
One of the functions of a portfolio management system is to return quickly an efficient frontier. However, in the large-scale problems (1000 to 3000 securities) that are beginning to appear with greater frequency, the task of computing the mean-varia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c7c7badf61a40ba7df7332f342e8d90
https://doi.org/10.1016/j.dss.2010.11.018
https://doi.org/10.1016/j.dss.2010.11.018