 | 2011 |
|---|
| 4 |       | Ralph E. Steuer,
Yue Qi,
Markus Hirschberger:
Comparative issues in large-scale mean-variance efficient frontier computation.
Decision Support Systems 51(2): 250-255 (2011) |
| 2010 |
|---|
| 3 | | Markus Hirschberger,
Yue Qi,
Ralph E. Steuer:
Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming.
European Journal of Operational Research 204(3): 581-588 (2010) |
| 2007 |
|---|
| 2 | | Ralph E. Steuer,
Yue Qi,
Markus Hirschberger:
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection.
Annals OR 152(1): 297-317 (2007) |
| 1 | | Markus Hirschberger,
Yue Qi,
Ralph E. Steuer:
Randomly generating portfolio-selection covariance matrices with specified distributional characteristics.
European Journal of Operational Research 177(3): 1610-1625 (2007) |
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