Pages that link to "Item:Q4691960"
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The following pages link to Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960):
Displaying 11 items.
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
- Polynomial goal programming and particle swarm optimization for enhanced indexation (Q2153636) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
- Stochastic Superiority Equilibrium in Game Theory (Q5868929) (← links)
- Liquidity-constrained index tracking optimization models (Q6148777) (← links)
