Sebastian Utz

According to our database, Sebastian Utz authored at least 8 papers between 2012 and 2025.

Collaborative distances:

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

2025

Empirical analysis of the trade-offs among risk, return, and climate risk in multi-criteria portfolio optimization.

Sebastian Utz, Ralph E. Steuer

Ann. Oper. Res., October, 2025

2023

Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing.

Ralph E. Steuer, Sebastian Utz

Eur. J. Oper. Res., 2023

2019

An a posteriori decision support methodology for solving the multi-criteria supplier selection problem.

Florian Kellner, Bernhard Lienland, Sebastian Utz

Eur. J. Oper. Res., 2019

2017

Omega-CVaR portfolio optimization and its worst case analysis.

Amita Sharma, Sebastian Utz, Aparna Mehra

OR Spectr., 2017

2015

Tri-criterion modeling for constructing more-sustainable mutual funds.

Sebastian Utz, Maximilian Wimmer, Ralph E. Steuer

Eur. J. Oper. Res., 2015

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

2012

Safety first portfolio choice based on financial and sustainability returns.

Gregor Dorfleitner, Sebastian Utz

Eur. J. Oper. Res., 2012