Pages that link to "Item:Q322803"
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The following pages link to Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803):
Displaying 11 items.
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Nonparametric mean-lower partial moment model and enhanced index investment (Q2147100) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
