The following pages link to Worst-case robust Omega ratio (Q2514722):
Displaying 30 items.
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- Maximizing the omega ratio by two linear programming problems (Q465986) (← links)
- List's worst-average-case or WAC ratio (Q835596) (← links)
- Distributed optimisation of a portfolio's omega (Q991131) (← links)
- Robust risk budgeting (Q1621907) (← links)
- The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
- Robust optimization of mixed CVaR STARR ratio using copulas (Q1631418) (← links)
- Distributionally robust equilibrium for continuous games: Nash and Stackelberg models (Q1681287) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Robust omega ratio optimization using regular vines (Q2047199) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- Smart network based portfolios (Q2675737) (← links)
- The best gain-loss ratio is a poor performance measure (Q2873125) (← links)
- Modifications of the Omega ratio for decision making under uncertainty (Q2966430) (← links)
- On the maximization of financial performance measures within mixture models (Q3086119) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482) (← links)
- Interval Estimation for the Sortino Ratio and the Omega Ratio (Q5418878) (← links)
- Distributionally Robust Reward-Risk Ratio Optimization with Moment Constraints (Q5737736) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)
- Robust reward–risk ratio portfolio optimization (Q6091880) (← links)
- Robust optimization approaches for portfolio selection: a comparative analysis (Q6601529) (← links)
