Maximizing the omega ratio by two linear programming problems (Q465986)
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scientific article; zbMATH DE number 6361230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximizing the omega ratio by two linear programming problems |
scientific article; zbMATH DE number 6361230 |
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Maximizing the omega ratio by two linear programming problems (English)
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24 October 2014
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Omega ratio
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performance measure
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portfolio optimization
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linear programming
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