Markus Hirschberger

According to our database, Markus Hirschberger authored at least 9 papers between 2005 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2016

Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers.

Ralph E. Steuer, Markus Hirschberger, Kalyanmoy Deb

J. Glob. Optim., 2016

2014

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

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

Eur. J. Oper. Res., 2014

2013

Computing the Nondominated Surface in Tri-Criterion Portfolio Selection.

Markus Hirschberger, Ralph E. Steuer, Sebastian Utz, Maximilian Wimmer, Yue Qi

Oper. Res., 2013

2011

Comparative issues in large-scale mean-variance efficient frontier computation.

Ralph E. Steuer, Yue Qi, Markus Hirschberger

Decis. Support Syst., 2011

2010

Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming.

Markus Hirschberger, Yue Qi, Ralph E. Steuer

Eur. J. Oper. Res., 2010

2009

Dotted Representations of Mean-Variance Efficient Frontiers and their Computation.

Yue Qi, Markus Hirschberger, Ralph E. Steuer

INFOR Inf. Syst. Oper. Res., 2009

2007

Randomly generating portfolio-selection covariance matrices with specified distributional characteristics.

Markus Hirschberger, Yue Qi, Ralph E. Steuer

Eur. J. Oper. Res., 2007

Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection.

Ralph E. Steuer, Yue Qi, Markus Hirschberger

Ann. Oper. Res., 2007

2005

Computation of efficient compromise arcs in Convex Quadratic Multicriteria Optimization.

Markus Hirschberger

J. Glob. Optim., 2005