PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS (Q5234010): Difference between revisions

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+Optimal strategies under omega ratio
@@ Property / cites work: Optimal strategies under omega ratio / rank @@
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+On Nonlinear Fractional Programming
@@ Property / cites work: On Nonlinear Fractional Programming / rank @@
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+PROFIT SHARING IN HEDGE FUNDS
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
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+Optimizing Omega
@@ Property / cites work: Optimizing Omega / rank @@
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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@@ Property / cites work @@
+Optimal investment strategies for participating contracts
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@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
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+Portfolio Optimization and Performance Analysis
@@ Property / cites work: Portfolio Optimization and Performance Analysis / rank @@
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+Advances in prospect theory: cumulative representation of uncertainty
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@@ Property / cites work @@
+Continuous-time mean-variance portfolio selection: a stochastic LQ framework
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+Q127772636
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+https://doi.org/10.1142/s0219024919500225
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+W2951437293
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