//-->
Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem
Gaustaroba, Gianfranco, (2014)
Twenty years of linear programming based portfolio optimization
Mansini, Renata, (2014)
From stochastic dominance to mean-risk models: Semideviations as riskmeasures
Ogryczak, Wlodzimierz, (1999)