Pages that link to "Item:Q1713773"
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The following pages link to Optimal strategies under omega ratio (Q1713773):
Displaying 8 items.
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Mean-expectile portfolio selection (Q2041013) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS (Q5234010) (← links)
- BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO (Q5889362) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion (Q6105767) (← links)
- Optimal multivariate financial decision making (Q6107002) (← links)
