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


Utz, Sebastian ; Wimmer, Maximilian ; Hirschberger, Markus ; Steuer, Ralph E.


DOI: https://doi.org/10.1016/j.ejor.2013.07.024
URL: https://www.sciencedirect.com/science/article/abs/...
Additional URL: https://epub.uni-regensburg.de/27888/
Document Type: Article
Year of publication: 2014
The title of a journal, publication series: European Journal of Operational Research : EJOR
Volume: 234
Issue number: 2
Page range: 491-498
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISSN: 0377-2217
Related URLs: https://www.researchgate.net/publication/259515235_Tri-criterion_inverse_portfolio_optimization_with_application_to_socially_responsible_mutual_funds
Publication language: English
Institution: Business School > ABWL u. Finanzwirtschaft, insbes. Bankbetriebslehre (Wimmer 2017-)
Subject: 300 Social sciences, sociology, anthropology

Dieser Datensatz wurde nicht während einer Tätigkeit an der Universität Mannheim veröffentlicht, dies ist eine Externe Publikation.




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Utz, Sebastian ORCID: 0000-0003-1570-752X ; Wimmer, Maximilian ORCID: 0000-0002-6283-3169 ; Hirschberger, Markus ; Steuer, Ralph E. (2014) Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds. European Journal of Operational Research : EJOR Amsterdam [u.a.] 234 2 491-498 [Article]


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