Pages that link to "Item:Q827152"
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The following pages link to Enhanced index tracking with CVaR-based ratio measures (Q827152):
Displaying 6 items.
- Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
- A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)
- Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)
