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

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