Pages that link to "Item:Q2516640"

The following pages link to A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640):

Displaying 11 items.

• Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
• Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
• Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time (Q2135044) (← links)
• Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
• Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
• Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
• Financial optimization: optimization paradigms and financial planning under uncertainty (Q2516633) (← links)
• Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
• Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)