An omega portfolio model with dynamic return thresholds (Q6079993)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An omega portfolio model with dynamic return thresholds |
scientific article; zbMATH DE number 7744760
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An omega portfolio model with dynamic return thresholds |
scientific article; zbMATH DE number 7744760 |
Statements
An omega portfolio model with dynamic return thresholds (English)
0 references
29 September 2023
0 references
portfolio selection
0 references
omega ratio
0 references
optimal threshold
0 references
transaction costs
0 references
0 references
0 references
0.8721292
0 references
0 references
0.84698373
0 references
0.8394199
0 references
0.8384909
0 references
0.8280011
0 references
0 references
0.8267518
0 references
0.8260327
0 references
