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Risikomaß
Portfolio selection
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Sharma, Amita
3
Mehra, Aparna
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Sehgal, Ruchika
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Utz, Sebastian
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
OR spectrum : quantitative approaches in management
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Omega : the international journal of management science
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ECONIS (ZBW)
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Worst-case analysis of Omega-VaR ratio optimization model
Sehgal, Ruchika
;
Sharma, Amita
;
Mansini, Renata
- In:
Omega : the international journal of management science
114
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013441559
Saved in:
2
Extended omega ratio optimization for risk-averse investors
Sharma, Amita
;
Mehra, Aparna
- In:
International transactions in operational research : …
24
(
2017
)
3
,
pp. 485-506
Persistent link: https://www.econbiz.de/10011724426
Saved in:
3
Omega-CVaR portfolio optimization and its worst case analysis
Sharma, Amita
;
Utz, Sebastian
;
Mehra, Aparna
- In:
OR spectrum : quantitative approaches in management
39
(
2017
)
2
,
pp. 505-539
Persistent link: https://www.econbiz.de/10011707138
Saved in:
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