Sebastian Utz

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Top Venues

Eur. J. Oper. Res.

Publications

Ralph E. Steuer, Sebastian Utz
Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing. Eur. J. Oper. Res. 306 (2) (2023)
Florian Kellner, Bernhard Lienland, Sebastian Utz
An a posteriori decision support methodology for solving the multi-criteria supplier selection problem. Eur. J. Oper. Res. 272 (2) (2019)
Amita Sharma, Sebastian Utz, Aparna Mehra
Omega-CVaR portfolio optimization and its worst case analysis. OR Spectr. 39 (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)
Gregor Dorfleitner, Sebastian Utz
Safety first portfolio choice based on financial and sustainability returns. Eur. J. Oper. Res. 221 (1) (2012)