Computing the Nondominated Surface in Tri-Criterion Portfolio Selection. - Markus Hirschberger; Ralph E. Steuer; Sebastian Utz; Maximilian Wimmer; Yue Qi (Oper. Res., 2013)

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)

Tri-criterion modeling for constructing more-sustainable mutual funds. - Sebastian Utz; Maximilian Wimmer; Ralph E. Steuer (Eur. J. Oper. Res., 2015)

An analytical derivation of the efficient surface in portfolio selection with three criteria. - Yue Qi; Ralph E. Steuer; Maximilian Wimmer (Ann. Oper. Res., 2017)

Incorporating single and multiple losses in operational risk: a multi-period perspective. - Kamil J. Mizgier; Maximilian Wimmer (J. Oper. Res. Soc., 2018)

Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices. - Ralph E. Steuer; Yue Qi; Maximilian Wimmer (Eur. J. Oper. Res., 2024)