Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds S Utz, M Wimmer, M Hirschberger, RE Steuer European Journal of Operational Research 234 (2), 491-498, 2014 | 182 | 2014 |
Are they any good at all? A financial and ethical analysis of socially responsible mutual funds S Utz, M Wimmer Journal of Asset Management 15, 72-82, 2014 | 151 | 2014 |
The Effect of the Japan 2011 Disaster on Nuclear and Alternative Energy Stocks Worldwide: An Event Study R Ferstl, S Utz, M Wimmer | 124 | 2012 |
Computing the nondominated surface in tri-criterion portfolio selection M Hirschberger, RE Steuer, S Utz, M Wimmer, Y Qi Operations Research 61 (1), 169-183, 2013 | 119 | 2013 |
ESG-persistence in Socially Responsible Mutual Funds M Wimmer Journal of Management and Sustainability 3 (1), 9-15, 2012 | 113 | 2012 |
Tri-criterion modeling for constructing more-sustainable mutual funds S Utz, M Wimmer, RE Steuer European Journal of Operational Research 246 (1), 331-338, 2015 | 108 | 2015 |
Patience pays off–corporate social responsibility and long-term stock returns G Dorfleitner, S Utz, M Wimmer Journal of Sustainable Finance & Investment 8 (2), 132-157, 2018 | 95* | 2018 |
The pricing of temperature futures at the Chicago Mercantile Exchange G Dorfleitner, M Wimmer Journal of Banking & Finance 34 (6), 1360-1370, 2010 | 86 | 2010 |
Risk capital allocation for RORAC optimization A Buch, G Dorfleitner, M Wimmer Journal of Banking & Finance, 2011 | 80 | 2011 |
Temperature models for pricing weather derivatives F Schiller, G Seidler, M Wimmer Routledge, 2010 | 71 | 2010 |
An analytical derivation of the efficient surface in portfolio selection with three criteria Y Qi, RE Steuer, M Wimmer Annals of Operations Research 251, 161-177, 2017 | 51 | 2017 |
Crowdinvesting als Finanzierungsalternative für kleine und mittlere Unternehmen G Dorfleitner, J Kapitz, M Wimmer Die Betriebswirtschaft (DBW) 74 (5), 283-303, 2014 | 31 | 2014 |
Where and When Does It Pay to Be Good? A Global Long-Term Analysis of ESG Investing G Dorfleitner, S Utz, M Wimmer | 22 | 2013 |
Overviewing the transition of Markowitz bi-criterion portfolio selection to tri-criterion portfolio selection RE Steuer, M Wimmer, M Hirschberger Journal of Business Economics 83, 61-85, 2013 | 21 | 2013 |
German Mittelstand bonds: Yield spreads and liquidity S Utz, M Weber, M Wimmer Journal of Business Economics 86, 103-129, 2016 | 19 | 2016 |
Incorporating single and multiple losses in operational risk: a multi-period perspective KJ Mizgier, M Wimmer Journal of the operational research society 69 (3), 358-371, 2018 | 15 | 2018 |
Capital allocation in credit portfolios in a multi-period setting: a literature review and practical guidelines T Pfister, S Utz, M Wimmer Review of Managerial Science 9, 1-32, 2015 | 5 | 2015 |
Zwei Formeln zur exakten Berechnung des Hörverlusts für Zahlen T Braun, M Wimmer, JM Hempel HNO 60 (9), 814-816, 2012 | 4* | 2012 |
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices RE Steuer, Y Qi, M Wimmer European Journal of Operational Research 313 (2), 628-636, 2024 | 3 | 2024 |
The higher you fly, the harder you try not to fall: An analysis of the risk taking behavior in social trading I Scheckenbach, M Wimmer, G Dorfleitner The Quarterly Review of Economics and Finance 82, 239-259, 2021 | 3 | 2021 |