Keyword: | ∇ Name: | Description: | ∇ Type: |
Sharpe Ratio | PortScenSharpeR.lng | Maximize the Sharpe ratio of a portfolio | LINGO |
Sharpe Ratio | OmegaRatio.lng | - | LINGO |
Sharpe Ratio | OmegaRatioDinkel.lng | - | LINGO |
Sharpe Ratio | OmegaRatioLin.lng | - | LINGO |
Sharpe Ratio | PORTFOLIO_SHARPE.xls | Sharpe Ratio Model | What'sBest! |
Sharpe Ratio | PortScenSharpeRatioA.xlsx | Portfolio Optimization with Sharpe Ratio Risk Measure | What'sBest! |