Pages that link to "Item:Q1026537"
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The following pages link to Tracking error: a multistage portfolio model (Q1026537):
Displaying 11 items.
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
- Applying time series decomposition to construct index-tracking portfolio (Q1757622) (← links)
- Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems (Q2011834) (← links)
- Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
- Exact and heuristic approaches for the index tracking problem with UCITS constraints (Q2393352) (← links)
- Benchmark-based evaluation of portfolio performance: a characterization (Q2397788) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899) (← links)
- Liquidity-constrained index tracking optimization models (Q6148777) (← links)
