Pages that link to "Item:Q2362174"
From MaRDI portal
The following pages link to Omega-CVaR portfolio optimization and its worst case analysis (Q2362174):
Displaying 13 items.
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Comparison of \(L_p\)-quantiles and related skewness measures (Q2667589) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
- Mean-semivariance portfolio optimization using minimum average partial (Q6547044) (← links)
- A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)
