Maximizing the omega ratio by two linear programming problems (Q465986)

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Maximizing the omega ratio by two linear programming problems
scientific article

    Statements

    title
    Maximizing the omega ratio by two linear programming problems (English)
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    author
    V. S. Kirilyuk
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    publication date
    24 October 2014
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    zbMATH Keywords
    Omega ratio
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    performance measure
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    portfolio optimization
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    linear programming
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    Identifiers

    zbMATH DE Number
    6361230
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    OpenAlex ID
    W2081002916
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