Details about Sebastian Utz

Access statistics for papers by Sebastian Utz.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: put11

Working Papers

2012

1. Is socially responsible investing just screening? Evidence from mutual funds
   SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2011

2. Safety first portfolio choice based on financial and sustainability returns
   University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics View citations (2)
   See also Journal Article Safety first portfolio choice based on financial and sustainability returns, European Journal of Operational Research, Elsevier (2012) View citations (30) (2012)

Journal Articles

2017

1. Omega-CVaR portfolio optimization and its worst case analysis
   OR Spectrum: Quantitative Approaches in Management, 2017, 39, (2), 505-539 View citations (11)

2016

2. German Mittelstand bonds: yield spreads and liquidity
   Journal of Business Economics, 2016, 86, (1), 103-129 View citations (6)

2015

3. Tri-criterion modeling for constructing more-sustainable mutual funds
   European Journal of Operational Research, 2015, 246, (1), 331-338 View citations (42)

2014

4. Profiling German-speaking socially responsible investors
   Qualitative Research in Financial Markets, 2014, 6, (2), 118-156 View citations (15)
5. Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
   European Journal of Operational Research, 2014, 234, (2), 491-498 View citations (61)

2013

6. Computing the Nondominated Surface in Tri-Criterion Portfolio Selection
   Operations Research, 2013, 61, (1), 169-183 View citations (36)

2012

7. Safety first portfolio choice based on financial and sustainability returns
   European Journal of Operational Research, 2012, 221, (1), 155-164 View citations (30)
   See also Working Paper Safety first portfolio choice based on financial and sustainability returns, University of Regensburg Working Papers in Business, Economics and Management Information Systems (2011) View citations (2) (2011)