Keyword: | ∇ Name: | Description: | ∇ Type: |
Risk Management | SCENARIO_GENERATOR.lng | Scenario Generator | LINGO |
Risk Management | Scenarios.lng | Generate scenarios | LINGO |
Risk Management | PortScenMinVarA.xlsx | Portfolio Optimization with Variance as Risk Measure | What'sBest! |
Risk Management | PortScenMinMADA.xlsx | Mean Absolute Deviation (MAD) for Portfolio Selection | What'sBest! |
Risk Management | PortScenInfoRatioA.xlsx | Portfolio Optimization with the Information Ratio as the Risk Measure | What'sBest! |
Risk Management | PortScenOmegaRatioA.xlsx | Portfolio Optimization with the Omega Ratio Risk Measure | What'sBest! |
Risk Management | PortScenSemiVarA.xlsx | Semi-Variance for Portfolio Selection | What'sBest! |
Risk Management | PortScenSharpeRatioA.xlsx | Portfolio Optimization with Sharpe Ratio Risk Measure | What'sBest! |
Risk Management | PortScenSortinoRatioA.xlsx | Portfolio Optimization with Sortino Ratio | What'sBest! |
Risk Management | PortScenLogUtilA.xlsx | Portfolio Optimization with the Log Utility Risk Measure | What'sBest! |
Risk Management | PortScenPowUtilA.xlsx | Power Utility Measure for Portfolio Selection | What'sBest! |
Risk Management | PortScenVaRA.xlsx | Value at Risk(VaR) | What'sBest! |
Risk Management | PortScenCVarB.xlsx | Portfolio Optimization with the CVaR Risk Measure | What'sBest! |