An omega portfolio model with dynamic return thresholds (Q6079993)
From MaRDI portal
scientific article; zbMATH DE number 7744760
Language | Label | Description | Also known as |
---|---|---|---|
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