Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Włodzimierz Ogryczak / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Maria Grazia Speranza / rank | |||
Normal rank | |||
Revision as of 14:08, 10 February 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 |
Statements
Linear programming models based on omega ratio for the enhanced index tracking problem (English)
0 references
7 October 2016
0 references
enhanced index tracking
0 references
omega ratio
0 references
portfolio optimization
0 references
linear programming
0 references
mixed integer linear programming
0 references
