Pages that link to "Item:Q2402580"
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The following pages link to Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580):
Displaying 8 items.
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- A two-stage approach to the UCITS-constrained index-tracking problem (Q1634070) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- Deviation measure in second‐order stochastic dominance with an application to enhanced indexing (Q6091883) (← links)
- Sectoral portfolio optimization by judicious selection of financial ratios via PCA (Q6640167) (← links)
