Pages that link to "Item:Q684143"
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The following pages link to Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143):
Displaying 4 items.
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
