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Linear Programming Models based on Omega Ratio for the Enhanced Index Tracking Problem
Gaustaroba, Gianfranco, (2014)
Inequality measures and equitable approaches to location problems
Ogryczak, Wlodzimierz, (2000)
From stochastic dominance to mean-risk models: Semideviations as risk measures
Ogryczak, Wlodzimierz, (1999)