Pages that link to "Item:Q991131"
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The following pages link to Distributed optimisation of a portfolio's omega (Q991131):
Displaying 4 items.
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- Distributed optimisation of a portfolio's omega (Q991131) (← links)
- On the robustness of portfolio allocation under copula misspecification (Q1615817) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)