Linear programming models based on omega ratio for the enhanced index tracking problem (Q322803)
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scientific article; zbMATH DE number 6636187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear programming models based on omega ratio for the enhanced index tracking problem |
scientific article; zbMATH DE number 6636187 |
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Linear programming models based on omega ratio for the enhanced index tracking problem (English)
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7 October 2016
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enhanced index tracking
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omega ratio
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portfolio optimization
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linear programming
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mixed integer linear programming
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0.88377213
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0.83242124
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0.83041203
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0.82894534
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0.82811564
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0.82691604
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0.8265043
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