Keyword: | ∇ Name: | Description: | ∇ Type: |
Scenario | SCENARIO_GENERATOR.lng | Scenario Generator | LINGO |
Scenario | Scenarios.lng | Generate scenarios | LINGO |
Scenario | OmegaRatio.lng | - | LINGO |
Scenario | OmegaRatioDinkel.lng | - | LINGO |
Scenario | OmegaRatioLin.lng | - | LINGO |
Scenario | PORTFOLIO_SCENE.xls | Portfolio via Scenarios Model | What'sBest! |
Scenario | PORTFOLIO_SCENE_DERIVED.xls | Portfolio via Scenarios Model | What'sBest! |
Scenario | PORTFOLIO_SCENE_HEDGE.xls | Constructing a Hedging Portfolio via Scenarios | What'sBest! |
Scenario | PORTFOLIO_SCENE_MATCH.xls | Constructing a Matching Portfolio via Scenarios | What'sBest! |
Scenario | PORTFOLIO_SEMI_V.xls | Portfolio Minimizing Semi-variance | What'sBest! |
Scenario | PortScenInfoRatioA.xlsx | Portfolio Optimization with the Information Ratio as the Risk Measure | What'sBest! |
Scenario | PortScenSharpeRatioA.xlsx | Portfolio Optimization with Sharpe Ratio Risk Measure | What'sBest! |
Scenario | PortScenSortinoRatioA.xlsx | Portfolio Optimization with Sortino Ratio | What'sBest! |
Scenario | PortScenPowUtilA.xlsx | Power Utility Measure for Portfolio Selection | What'sBest! |
Scenario | PortScenVaRA.xlsx | Value at Risk(VaR) | What'sBest! |