Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 90C11 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B82 / rank | |||
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| Property / zbMATH DE Number: 6636187 / rank | |||
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enhanced index tracking | |||
| Property / zbMATH Keywords: enhanced index tracking / rank | |||
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omega ratio | |||
| Property / zbMATH Keywords: omega ratio / rank | |||
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portfolio optimization | |||
| Property / zbMATH Keywords: portfolio optimization / rank | |||
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linear programming | |||
| Property / zbMATH Keywords: linear programming / rank | |||
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mixed integer linear programming | |||
| Property / zbMATH Keywords: mixed integer linear programming / rank | |||
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Revision as of 02:19, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear programming models based on omega ratio for the enhanced index tracking problem |
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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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