"Enhanced index tracking with CVaR-based ratio measures."

Gianfranco Guastaroba et al. (2020)

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DOI: 10.1007/S10479-020-03518-7

access: open

type: Journal Article

metadata version: 2021-05-14

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  - journals/anor/GuastarobaMOS20
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  - https://dblp.org/rec/journals/anor/GuastarobaMOS20
Gianfranco Guastaroba, Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza:
Enhanced index tracking with CVaR-based ratio measures. Ann. Oper. Res. 292(2): 883-931 (2020)

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