Pages that link to "Item:Q5278224"
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The following pages link to Extended omega ratio optimization for risk‐averse investors (Q5278224):
Displayed 9 items.
- 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)
- Does marginal VaR lead to improved performance of managed portfolios: a study of S\&P BSE 100 and S\&P BSE 200 (Q2216399) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Coordination in a retailer‐dominated supply chain with a risk‐averse manufacturer under marketing dependency (Q6090512) (← links)
- Option contract strategies with risk‐aversion and emergency purchase (Q6090513) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)