The following pages link to (Q5393513):
Displaying 10 items.
- Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Index-plus-alpha tracking under concave transaction cost (Q1780349) (← links)
- Alpha-beta-tracking index (\(\alpha\)-\(\beta\)-\(\Lambda)\) tracking filter (Q1853398) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- Tailor-made thematic portfolios: a core satellite optimization (Q2301193) (← 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)
- A non-parametric index of tracking (Q4266287) (← links)
