Enhanced indexing using weighted conditional value at risk (Q2288879): Difference between revisions
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| Property / DOI: 10.1007/s10479-019-03132-2 / rank | |||
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| Property / DOI: 10.1007/S10479-019-03132-2 / rank | |||
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Latest revision as of 20:26, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Enhanced indexing using weighted conditional value at risk |
scientific article |
Statements
Enhanced indexing using weighted conditional value at risk (English)
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20 January 2020
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enhanced indexing
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conditional value at risk
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weighted conditional value at risk
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Gini mean difference
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Sharpe ratio
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upside potential ratio
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