Portfolio Allocation Using Omega Function: An Empirical Analysis (Q4561913)
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scientific article; zbMATH DE number 6993367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Allocation Using Omega Function: An Empirical Analysis |
scientific article; zbMATH DE number 6993367 |
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Portfolio Allocation Using Omega Function: An Empirical Analysis (English)
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13 December 2018
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portfolio selection
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hedge fund
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high moment
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Sharpe ratio
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aspiration level
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