Tri-criterion modeling for constructing more-sustainable mutual funds

标题

作者

关键词

Socially responsible investing, Multiple criteria optimization, Portfolio selection, Nondominated surfaces, Quadratically constrained linear programs

出版物

Volume 246, Issue 1, Pages 331-338

出版商

Elsevier BV

发表日期

2015-04-26

DOI

10.1016/j.ejor.2015.04.035

联系作者

Discuss science. Find collaborators. Network.

Join a conversation

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started