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

, , and . Decis. Support Syst., 51 (2): 250-255 (2011)

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Multiple Criteria Decision Making, Multiattribute Utility Theory: The Next Ten Years, , , , and . Management Science, 38 (5): 645--654 (1992)An interactive weighted Tchebycheff procedure for multiple objective programming., and . Math. Program., 26 (3): 326-344 (1983)The Parameter Space Investigation Method of Multiple Objective Nonlinear Programming: A Computational Investigation., and . Operations Research, 43 (4): 641-648 (1995)Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure., , , and . EMO, volume 6576 of Lecture Notes in Computer Science, page 358-373. Springer, (2011)Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing., and . Eur. J. Oper. Res., 306 (2): 742-753 (2023)Quad-Trees and Linear Lists for Identifying Nondominated Criterion Vectors., and . INFORMS J. Comput., 8 (4): 367-375 (1996)Book review.. ZOR Methods Model. Oper. Res., 34 (1): 42 (1990)Multiple Criteria Decision Making, Multiattribute Utility Theory: Recent Accomplishments and What Lies Ahead., , , , , and . Manag. Sci., 54 (7): 1336-1349 (2008)Computing the Nondominated Surface in Tri-Criterion Portfolio Selection., , , , and . Operations Research, 61 (1): 169-183 (2013)Comparative issues in large-scale mean-variance efficient frontier computation., , and . Decis. Support Syst., 51 (2): 250-255 (2011)