Worst-case robust Omega ratio (Q2514722)
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scientific article; zbMATH DE number 6395719
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Worst-case robust Omega ratio |
scientific article; zbMATH DE number 6395719 |
Statements
Worst-case robust Omega ratio (English)
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3 February 2015
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robust
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Omega ratio
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portfolio optimization
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uncertain
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distribution
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0.858934223651886
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0.85538250207901
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0.8480541706085205
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0.8139181137084961
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0.8071081638336182
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