Maximizing the omega ratio by two linear programming problems (Q465986): Difference between revisions

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Revision as of 02:11, 9 December 2024

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Maximizing the omega ratio by two linear programming problems
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    Maximizing the omega ratio by two linear programming problems (English)
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    24 October 2014
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    Omega ratio
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    performance measure
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    portfolio optimization
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    linear programming
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