Keyword: Name:Description: Type:
Risk ManagementPortScenCVarB.xlsxPortfolio Optimization with the CVaR Risk MeasureWhat'sBest!
Risk ManagementPortScenInfoRatioA.xlsxPortfolio Optimization with the Information Ratio as the Risk MeasureWhat'sBest!
Risk ManagementPortScenLogUtilA.xlsxPortfolio Optimization with the Log Utility Risk MeasureWhat'sBest!
Risk ManagementPortScenMinMADA.xlsxMean Absolute Deviation (MAD) for Portfolio SelectionWhat'sBest!
Risk ManagementPortScenMinVarA.xlsxPortfolio Optimization with Variance as Risk MeasureWhat'sBest!
Risk ManagementPortScenOmegaRatioA.xlsxPortfolio Optimization with the Omega Ratio Risk MeasureWhat'sBest!
Risk ManagementPortScenPowUtilA.xlsxPower Utility Measure for Portfolio SelectionWhat'sBest!
Risk ManagementPortScenSemiVarA.xlsxSemi-Variance for Portfolio SelectionWhat'sBest!
Risk ManagementPortScenSharpeRatioA.xlsxPortfolio Optimization with Sharpe Ratio Risk MeasureWhat'sBest!
Risk ManagementPortScenSortinoRatioA.xlsxPortfolio Optimization with Sortino RatioWhat'sBest!
Risk ManagementPortScenVaRA.xlsxValue at Risk(VaR)What'sBest!
Risk ManagementScenarios.lngGenerate scenariosLINGO
Risk ManagementSCENARIO_GENERATOR.lngScenario GeneratorLINGO