Pages that link to "Item:Q1743942"
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The following pages link to Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942):
Displaying 6 items.
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
