The following pages link to Optimizing Omega (Q842716):
Displaying 8 items.
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- Analysis of direct searches for discontinuous functions (Q431012) (← links)
- Maximizing the omega ratio by two linear programming problems (Q465986) (← links)
- Distributed optimisation of a portfolio's omega (Q991131) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Bilevel derivative-free optimization and its application to robust optimization (Q2885495) (← links)
