The following pages link to Optimizing Omega (Q842716):
Displaying 18 items.
- Portfolio performance measurement using differential evolution (Q314615) (← links)
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- Analysis of direct searches for discontinuous functions (Q431012) (← links)
- Maximizing the omega ratio by two linear programming problems (Q465986) (← links)
- Distributed optimisation of a portfolio's omega (Q991131) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Omega-CVaR portfolio optimization and its worst case analysis (Q2362174) (← links)
- Worst-case robust Omega ratio (Q2514722) (← links)
- Bilevel derivative-free optimization and its application to robust optimization (Q2885495) (← links)
- (Q3004238) (← links)
- On the maximization of financial performance measures within mixture models (Q3086119) (← links)
- Portfolio Allocation Using Omega Function: An Empirical Analysis (Q4561913) (← links)
- PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS (Q5234010) (← links)
- Extended omega ratio optimization for risk‐averse investors (Q5278224) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)