Pages that link to "Item:Q827152"
From MaRDI portal
The following pages link to Enhanced index tracking with CVaR-based ratio measures (Q827152):
Displaying 12 items.
- Index tracking model, downside risk and non-parametric kernel estimation (Q1657610) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- A mixed 0--1 LP for index tracking problem with CVaR risk constraints (Q1761842) (← links)
- A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295) (← links)
- Enhanced indexing using weighted conditional value at risk (Q2288879) (← links)
- Tracking a rainfall index constrained by Conditional Value-at-Risk (Q4639287) (← links)
- Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm (Q6059885) (← links)
- Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach (Q6159077) (← links)
- Risk-allocation-based index tracking (Q6164597) (← links)
- A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)
- Penalized enhanced portfolio replication with asymmetric deviation measures (Q6596967) (← links)