10 citations · 10 across the 2 of their papers we have counts for
2 papers
q-fin.PM2024
Risk management in multi-objective portfolio optimization under uncertainty
Yannick Becker, Pascal Halffmann, Anita Schöbel
In portfolio optimization, decision makers face difficulties from uncertainties inherent in real-world scenarios. These uncertainties significantly influence portfolio outcomes in…
math.OC2017★ 10 cited
A General Approximation Method for Bicriteria Minimization Problems
Pascal Halffmann, Stefan Ruzika, Clemens Thielen +1
We present a general technique for approximating bicriteria minimization problems with positive-valued, polynomially computable objective functions. Given and a polynomi…