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 27 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 construction and rebalancing of index-tracking portfolios (Q1694362) (← 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)
- Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- An optimization-diversification approach to portfolio selection (Q2301189) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Split Bregman iteration for multi-period mean variance portfolio optimization (Q2662553) (← links)
- Solving the index tracking problem: a continuous optimization approach (Q2673302) (← links)
- Smart network based portfolios (Q2675737) (← links)
- An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
- Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
- Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
- Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)
