Pages that link to "Item:Q2030584"
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The following pages link to Omega ratio optimization with actuarial and financial applications (Q2030584):
Displaying 7 items.
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- Optimal strategies under omega ratio (Q1713773) (← links)
- Optimal management of DC pension fund under the relative performance ratio and VaR constraint (Q2098062) (← links)
- Worst-case robust Omega ratio (Q2514722) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Modifications of the Omega ratio for decision making under uncertainty (Q2966430) (← links)
- An omega portfolio model with dynamic return thresholds (Q6079993) (← links)