The following pages link to (Q5393513):
Displaying 6 items.
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
