Enhanced index tracking with CVaR-based ratio measures (Q827152): Difference between revisions
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Revision as of 10:09, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enhanced index tracking with CVaR-based ratio measures |
scientific article |
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Enhanced index tracking with CVaR-based ratio measures (English)
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6 January 2021
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enhanced index tracking
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quantile risk measures
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conditional value-at-risk
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mean-risk models
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risk-reward ratios
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risk-averse optimization
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stochastic dominance
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linear programming
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