Optimal strategies under omega ratio (Q1713773)
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scientific article; zbMATH DE number 7007143
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal strategies under omega ratio |
scientific article; zbMATH DE number 7007143 |
Statements
Optimal strategies under omega ratio (English)
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28 January 2019
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investment analysis
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optimal portfolio choice
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omega ratio
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ill-posedness
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performance measurement
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0.858934223651886
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0.8492444753646851
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0.8305450081825256
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0.8090038299560547
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