Maximilian Wimmer

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 3

Top Topics

Portfolio Selection

Operational Risk

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

J. Oper. Res. Soc.

Publications

Ralph E. Steuer, Yue Qi, Maximilian Wimmer
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices. Eur. J. Oper. Res. 313 (2) (2024)
Kamil J. Mizgier, Maximilian Wimmer
Incorporating single and multiple losses in operational risk: a multi-period perspective. J. Oper. Res. Soc. 69 (3) (2018)
Yue Qi, Ralph E. Steuer, Maximilian Wimmer
An analytical derivation of the efficient surface in portfolio selection with three criteria. Ann. Oper. Res. 251 (1-2) (2017)
Sebastian Utz, Maximilian Wimmer, Ralph E. Steuer
Tri-criterion modeling for constructing more-sustainable mutual funds. Eur. J. Oper. Res. 246 (1) (2015)
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)