Interval Estimation for the Sortino Ratio and the Omega Ratio

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Publication:5418878

DOI10.1080/03610918.2012.722808zbMath1333.91061OpenAlexW2007164777MaRDI QIDQ5418878

Lucio De Capitani

Publication date: 30 May 2014

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10281/28388




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