Bogdan Negrea

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Hedge fund strategies performance: the edge of Omega ratio over conventional metrics
Economics Letters
2026-03-25Paper
A note on skewness and kurtosis adjusted option pricing models under the martingale restriction
Quantitative Finance
2019-01-15Paper


Research outcomes over time


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