Pages that link to "Item:Q1761842"
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The following pages link to A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842):
Displaying 14 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 model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- A numerical study for robust active portfolio management with worst-case downside risk measure (Q1719373) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- An optimisation approach to constructing an exchange-traded fund (Q2341093) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Fuzzy Chance-Constrained Project Portfolio Selection Model Based on Credibility Theory (Q2963717) (← links)
- Mean-risk optimization for index tracking (Q3417657) (← links)
- Tracking a rainfall index constrained by Conditional Value-at-Risk (Q4639287) (← links)
- An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)
