Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803): Difference between revisions
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Revision as of 23:59, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear programming models based on omega ratio for the enhanced index tracking problem |
scientific article |
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Linear programming models based on omega ratio for the enhanced index tracking problem (English)
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7 October 2016
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enhanced index tracking
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omega ratio
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portfolio optimization
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linear programming
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mixed integer linear programming
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