Pages that link to "Item:Q2047199"
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The following pages link to Robust omega ratio optimization using regular vines (Q2047199):
Displaying 6 items.
- Optimizing Omega (Q842716) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Individual and cooperative portfolio optimization as linear program (Q2091212) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- Portfolio selection via D-vine copula-quantile regression method (Q5196256) (← links)
- Distributionally robust portfolio optimization under marginal and copula ambiguity (Q6655814) (← links)