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"Suitable-portfolio investors, nondominated frontier sensitivity, and the ..."

Ralph E. Steuer, Yue Qi, Markus Hirschberger (2007)

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DOI: 10.1007/S10479-006-0137-1

access: closed

type: Journal Article

metadata version: 2020-08-13

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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): 297-317 (2007)

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