Markus Hirschberger

Publication Activity (10 Years)

Years Active: 2005-2016
Publications (10 Years): 1

Top Topics

Portfolio Optimization

Multistage Stochastic

Portfolio Selection

Top Venues

J. Glob. Optim.

Eur. J. Oper. Res.

Publications

Ralph E. Steuer, Markus Hirschberger, Kalyanmoy Deb
Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers. J. Glob. Optim. 64 (1) (2016)
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) (2014)
Markus Hirschberger, Ralph E. Steuer, Sebastian Utz, Maximilian Wimmer, Yue Qi
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection. Oper. Res. 61 (1) (2013)
Ralph E. Steuer, Yue Qi, Markus Hirschberger
Comparative issues in large-scale mean-variance efficient frontier computation. Decis. Support Syst. 51 (2) (2011)
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) (2010)
Yue Qi, Markus Hirschberger, Ralph E. Steuer
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation. INFOR Inf. Syst. Oper. Res. 47 (1) (2009)
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) (2007)
Markus Hirschberger, Yue Qi, Ralph E. Steuer
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics. Eur. J. Oper. Res. 177 (3) (2007)
Markus Hirschberger
Computation of efficient compromise arcs in Convex Quadratic Multicriteria Optimization. J. Glob. Optim. 31 (3) (2005)