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~person:"Speranza, Maria Grazia"
~subject:"Enhanced index tracking"
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Enhanced index tracking
Mathematical programming
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Mathematische Optimierung
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Speranza, Maria Grazia
Guastaroba, Gianfranco
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Mansini, Renata
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Ogryczak, Włodzimierz
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Costa, Oswaldo Luiz do Valle
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Filippi, C.
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European journal of operational research : EJOR
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Omega : the international journal of management science
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Stochastic optimization: theory and applications
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ECONIS (ZBW)
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Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
Stochastic optimization: theory and applications
,
(pp. 883-931)
.
2020
Persistent link: https://www.econbiz.de/10012290853
Saved in:
2
Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco
;
Mansini, Renata
;
Ogryczak, …
- In:
European journal of operational research : EJOR
251
(
2016
)
3
,
pp. 938-956
Persistent link: https://www.econbiz.de/10011449041
Saved in:
3
A heuristic framework for the bi-objective enhanced index tracking problem
Filippi, C.
;
Guastaroba, Gianfranco
;
Speranza, Maria Grazia
- In:
Omega : the international journal of management science
65
(
2016
),
pp. 122-137
Persistent link: https://www.econbiz.de/10011582044
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