Enhanced indexing using weighted conditional value at risk (Q2288879): Difference between revisions

@@ Property / DOI @@
-.1007/s10479-019-03132-2
@@ Property / DOI: 10.1007/s10479-019-03132-2 / rank @@
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+W2911107867
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@@ Property / cites work @@
+An evolutionary heuristic for the index tracking problem.
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@@ Property / cites work @@
+A linear risk-return model for enhanced indexation in portfolio optimization
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@@ Property / cites work @@
+Mixed-integer programming approaches for index tracking and enhanced indexation
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@@ Property / cites work @@
+Q4782130
@@ Property / cites work: Q4782130 / rank @@
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@@ Property / cites work @@
+Kernel search: an application to the index tracking problem
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+Linear programming models based on omega ratio for the enhanced index tracking problem
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+Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria
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@@ Property / cites work @@
+Q5393513
@@ Property / cites work: Q5393513 / rank @@
+Normal rank
@@ Property / cites work @@
+Tractable almost stochastic dominance
@@ Property / cites work: Tractable almost stochastic dominance / rank @@
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@@ Property / cites work @@
+Conditional value at risk and related linear programming models for portfolio optimization
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+Dual Stochastic Dominance and Quantile Risk Measures
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Enhanced indexation based on second-order stochastic dominance
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+Enhanced indexing for risk averse investors using relaxed second order stochastic dominance
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@@ Property / cites work @@
+A mixed 0--1 LP for index tracking problem with CVaR risk constraints
+Normal rank
@@ Property / Wikidata QID @@
+Q128539358
@@ Property / Wikidata QID: Q128539358 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10479-019-03132-2
@@ Property / DOI: 10.1007/S10479-019-03132-2 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2288879