Pages that link to "Item:Q683716"

The following pages link to A sparse enhanced indexation model with chance and cardinality constraints (Q683716):

Displaying 12 items.

• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← 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)
• A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950) (← links)
• Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk (Q2244232) (← links)
• Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
• A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
• (Q2987350) (← links)
• Everywhere-Tight Information Cost Tradeoffs for Augmented Index (Q3088117) (← links)
• Group sparse enhanced indexation model with adaptive beta value (Q5041670) (← links)
• Index tracking with utility enhanced weighting (Q5212067) (← links)
• ENHANCED INDEX TRACKING MODEL WITH ENTROPY MAXIMIZATION (Q5229449) (← links)